Right now shapeways does not offer lost wax as an option, They are looking into both Wax and Sterling Silver, but have not been able to find the right balance of price, quality and time. So in the mean time, you have a few options.
Option 1: Design and order your pieces for what's available, Stainless Steel is awesome for pendants, Select the Gold plate for rings and you should have less of an issue with the bronze infusion reacting to your skin. Plastic looks great for fun jewelry items, and even Fine grade items. Glass, Sandstone and Aluminide are also very awesome.
Option 2: Order your design in one of the detail materials, and then make a mold of it. Inject your mold with wax, and then do classic Lost Wax Investment casting.
Option 3: order your model in one of the plastics, Then invest the model it's self, Do a longer burn out time on slightly higher heat, Then pour your metals as normal.
Option 4: Use shapeways to get a good feel for your model and design, When your prototype is finished and can be said to be a working model, then contact a major casting house to have it manufactured in a fine-grade metal. Some casting houses will work with small time businesses, but very few will talk with you unless you have a Retail license (at least in my experience).
I'm sure there are other options... For me, i love many things found here at Shapeways, The community, the Customer Service, and the fact that they are a small company that is growing with it's customer base - The Designers themselves. Because they are still growing, there are some issues to be worked out and things that we want. I'm sure in time it will happen. That's why i love their Customer Service. They are WILLING to not only listen to their customers but also help us too.
In Troth,
Ray
P.S. Welcome to the community!