How to render a volumetric shadow? I would like to render the volume that is shaded by an object (e.g. cube), not only the 2D shadow cast on the ground (as in the attached image).

I understand that in reality the shaded volume is not visible as shaded (only when it "reaches" a surface like the ground plane it becomes evident), but in my project I need to somehow show the shaded volume as well (preferably semi-transparently).

Is there an easy way to do it? I am using the lamp of type Sun and the Blender Render engine.
Make a point cloud where you want your voluminous shadow to be (I suggest keeping it cubish in shape so everything matches up alright), and use the volume shader on this extra object instead of the surface shader. Making it a shadeless object would also keep it from casting any additional shadows (I don't think it does with the point cloud method, but this is a workaround if it does.). You can mix this whole thing with a transparent shader to control how visible it is.

EDIT: Point cloud is unnecessary with this method, just warp a cube to the right shape.