BitmapEffects are not supported on popups
http://social.msdn.microsoft.com/Forums/en-US/wpf/thread/71a1da61-9e6e-47e5-be20-6190aedc3c95
Never using BitmapEffects on live content
http://social.msdn.microsoft.com/forums/en-US/wpf/thread/e8297039-5ad0-4119-b94d-94a39d5fd192
WPF Drop-Shadows on The Cheap
http://www.designerwpf.com/2008/02/08/wpf-drop-shadows-on-the-cheap/
A Series on GPU-based Effects for WPF
http://blogs.msdn.com/greg_schechter/archive/2008/05/09/a-series-on-gpu-based-effects-for-wpf.aspx
GPU-accelerated custom effects for WPF
http://blogs.msdn.com/greg_schechter/archive/2008/05/12/gpu-accelerated-custom-effects-for-wpf.aspx