The object casting the shadow is a cube, and this is what I get, no idea why 
Your lightmap resolution is too low
Forgot to mention, does it matter if it’s BSP?
Also, is this where I’m suppose to make the changes?
When I changed the values nothing happened, the result was the same.
No, that’s not what you’re supposed to change. Select the surface and then in the surface properties change the lightmap resolution. For BSP surfaces the unit is Unreal Units per Lightmap texel, which means that smaller number means higher res.
No, the surface on which the shadow is. A lightmap is a texture, the shadows and lighting information is baked into it. If you want higher resolution shadows on a surface you need to increase the lightmap texture resolution of the same surface, not the thing that casts the shadows.
Now it works 
Thanks!