Thanks Daverave but I have actually already checked out Jay's tutorial, but it doesn't answer my question as to rendering the spot light shape on the plane.

To make things clear here is what I did:

1- I created a polygon plane and assigned UseBackground shader to it
2- created a spot light and oriented it on the plane.
3-Render...

My problem is that the spot light shape disappears along with the plane in the render!!!