Id say that failing a fear test would induce Shadow point(s) equal to Wisdom Corruption tests. One gets smitten by the Shadow easier if confronted with its scary abilities or other situations that might be terrifying, in any shape or form the GM deems necessary, dramatic and/or in a Tolkienesque way describes a scene. This is harsh, but it goes along well with certain posts being made on this fourm about how easy it is not to succumb to the shadow. So, in essence making a fear test would then be considered a Corruption test as well.
If the players gets too heavily bombarded with Shadow points, as GM one can decide that for example only 1 shadow point can be gained per test made, and not more than one ever.
Slight warning though, it should only be used, not abused. The consequences would seem abit dire on the the number of players that will continue to be playing ToR after such a first adventure...
So use with moderation...
Those are my 5 Sauron ( Shadow ) Cents.