I THINK YOU CAN PUT A LIGHT WITH A MAP IN THE PROJECTION MAP SLOT , OR MODEL THE COLORED GLASES AND PUT IN THEM VRAY GLASS MATERIAL WHITH AFFECT SHADOWS ON. I WILL CHOOSE DE SECOND ONE BECAUSE IT IS MORE PHISICALY CORRECT.
Daforce is right-throw it in the diffuse slot and it works perfect. Set your diffuse to nearly black and be sure to check “affect shadow” and if necessary, “affect alpha”. I don’t think a 2 sided material is necessary here.
CORRECTION: That’d be the REFRACT slot, see below. My mind knew what I meant, my fingers thought otherwise though.