I guess you are trying to use the old "*.psh" and "*.vsh" files together with the DBPro BASIC3D/SHADER COMMANDS?
Forget those and use the modern HLSL "*.fx" shader file format which is supported in the following DBPro BASIC3D/APPEARANCE COMMANDS:
Quote: "LOAD EFFECT : LOAD EFFECT Filename, Effect Number, Texture Flag, DoNotGenerateExtraData
DELETE EFFECT : DELETE EFFECT Effect Number
SET OBJECT EFFECT : SET OBJECT EFFECT Object Number, Effect Number
SET LIMB EFFECT : SET LIMB EFFECT Object Number, Limb Number, Effect Number
PERFORM CHECKLIST FOR EFFECT VALUES : PERFORM CHECKLIST FOR EFFECT VALUES Effect Number
PERFORM CHECKLIST FOR EFFECT ERRORS : PERFORM CHECKLIST FOR EFFECT ERRORS
SET EFFECT CONSTANT BOOLEAN : SET EFFECT CONSTANT BOOLEAN Effect Number, Constant String, Constant Value
SET EFFECT CONSTANT INTEGER : SET EFFECT CONSTANT INTEGER Effect Number, Constant String, Constant Value
SET EFFECT CONSTANT FLOAT : SET EFFECT CONSTANT FLOAT Effect Number, Constant String, Constant Value
SET EFFECT CONSTANT VECTOR : SET EFFECT CONSTANT VECTOR Effect Number, Constant String, Vector Number
SET EFFECT CONSTANT MATRIX : SET EFFECT CONSTANT MATRIX Effect Number, Constant String, Matrix Number
SET EFFECT TECHNIQUE : SET EFFECT TECHNIQUE Effect Number, Technique Name
SET EFFECT TRANSPOSE : SET EFFECT TRANSPOSE Effect Number, Transpose Flag"
I don't have Vista so I can't check for your error specifically - but it's possible that your shaders are PS1 or VS1 files which might not be supported in Vista or by your graphics card (some newer cards have withdrawn support for the earlier shader models).
If you're really keen on getting into shaders look at this thread which has several examples and demos (and the very first post gives some useful references as well). You could also try Googling "HLSL shader tutorials", etc.