If you are using volume shadows, you can get stripey things like that. Use raytraced shadows instead, volume shadows don't yet work properly.
Regarding the shadow problem, you can place a light within the gas lamp, as thecolclough suggested, and enable shadows on the light, but disallow the gas lamp object element from casting shadows itself. Double clicking the gas lamp in scene mode opens its properties box, and you can make sure the "casts" check box is not selected. That way the light will get out of the lamp, but it will get out evenly in all directions. Hihosilver's method would give a more accurate result, with only the glass not casting shadows, but the base, top and side struts of the lamp will cast large shadows around the place. Softening the shadows will help, but you would be well on the way to very long render times.