The last step is to add your color! With your background selected you want to create a solid color adjustment layer. Pick your color and then change the blending mode to multiply. Now all the shadows you worked so hard to preserve show up against the color you’ve just picked. You might end up fidgeting with your adjustment layers to get everything just the way you want it, but at this point it should just be little last minute touches.
Like I said this was just the process I used, and like anything in photoshop, there are several several ways to do this. This is one just works best for me!