Shader Trouble?

[Bogomil]

Hello,I am making a 3D game engine in D3D9 with C++.
I already got camera,sprite class(for interface/crosshair/buttons) and model class(with .x files and bones) down,but the .fx files and shaders seem to be the hardest part.
The tutorials are mostly about XNA effects and not so much for D3D .fx manipulation.
Could anyone please point me to a very basic example of how to load an apply for instance "glow.fx" to "sphere.x".

I have software that can make .fx files(both RenderMonkey and FX Composer Non Commercial),but no really sure how to use them,do i have to make some Effect class or something?Thanks in advance :)