How do I cut off the boundary of a picture all zig zag like it is in this picture
Or in this one
I have Paint.NET, a free image editing software. How can I do this in Paint.NET?
If you want to be able to edit the shadow later, the torn page effect can be achieved using this plugin:
If you don't know how to install plugins you can learn here.
What you first need to do is recreate the torn border of the page, erasing some parts manually. Then go into Effects > Object > Drop Shadow and change the values to the ones you prefer.
Take a look at this tutorial: http://cscroman.wordpress.com/2011/09/05/paint-net-torn-paper-effect/