I think it could be better executed, but I really like the idea. How about a hand-drawn bubble instead of the smooth vectored one? (I don't mind the giganticness of it, but it does have to look good.) If the man were speaking, I'd expect a smooth bubble, but since the somewhat jaggedier shadow is the one talking, you might want to rough up the bubble a little.
I like the idea, however I agree with sauterelle and believe it would be better with the bubble being more eye-catching and rough around the edges. The clean cut bubble is certainly a fine idea, but I'd like it so much better with a different presentation. Nice job! :)