I have put a psd images in my illustrator document, when I made them in Photoshop I made the background transparent and the images look like they have no background on the screen but when I print it out you can see it has a slight shadow around the image which dulls the colour behind were I have put the image. Any advise appreciated.
If you used a layer mask, make sure your black color recipe is 100% in all CMYK (Cyan 100, Magenta 100, Yellow 100 and Black 100).
If you use the default black to do your masking, it's possible there will be a bit of transparency on your mask and show the background. It's often hard to see so maybe that's why your background looks perfectly transparent in Photoshop!
A transparent background its not the same as "no background" at all in a digital file. In this case the background is only "covered" with the mask. To remove that information you need to make a new layer out of this mask, and delete the original layer. Of course always save your original files.
This will have the aditional benefit that the file size will be smaller, becouse there is no bacground data at all.
But if the final porpuse of the image is for printing there is no sense in making a file with transparencies at all, you can just make that zone white and flatten the image.