Text Shadow on links in Internet Explorer?

I know \[code\]text-shadow\[/code\] do not work in Internet Explorer, but their own filter for shadow should work. But it do not seems to work in links (\[code\]<a>Link</a>\[/code\]). Any work around?
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\[code\]/*Works*/#navigation .nav li { filter: progid:DXImageTransform.Microsoft.Shadow(color=#000000,direction=180,strength=3);}\[/code\]
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\[code\]/*Do not work*/#navigation .nav li a { filter: progid:DXImageTransform.Microsoft.Shadow(color=#000000,direction=180,strength=3);}\[/code\]
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\[code\]/*Text-shadow in Google Chrome working and what I want to achive*/#navigation .nav li a { text-shadow: 0 2px 2px #000;}\[/code\]Problem with adding effect on the list is that it adds the shadow to everything, not just the text, and it looks awful.
 
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