If u read the shader thread it explains there.
If u read the help files it also explains there
From the help files
Quote: "
SET EFFECT ON
This command will load and apply an FX file to an object. If the object does not exist onto which an effect is set, a default model is created either specified by the FX file or if none is specified, an internal pyramid model. The FX filename must point to an FX file that is compatible with the DX9 effect framework and typically uses the extension '.fx'. If the Texture Flag is set to zero, the effect will use the textures already mapped to the model, and a value of one will discard the current textures and load the textures specified in the FX file. Typically, effects rely on the specified model and textures in the FX file to function properly.
SYNTAX
SET EFFECT ON Object Number, FX Filename, Texture Flag"
OR else use these two commands
Quote: "LOAD EFFECT
This command will load an FX file.
SYNTAX
LOAD EFFECT Filename, Effect Number, Texture Flag
SET OBJECT EFFECT
This command will apply a previously loaded FX effect onto the specified object. Using this command instead of SET EFFECT ON allows many objects to share a single FX system and increase the performance of your application.
SYNTAX
SET OBJECT EFFECT Object Number, Effect Number
"
The only fx files that I've ever seen working are the ones on the shader thread.
Take care
AtomR