http://www.xbdev.net/shaderx/fx/index.php
Good site with some fx examples in Direct3D
http://www.xbdev.net/shaderx/fx/tutorials/dx_and_fx/index.php
Example fx usage in Direct3D
http://stackoverflow.com/questions/9085570/general-confusion-about-fx-files-and-shaders-use-in-directx9-in-c-how-exact