Creating a Custom Effect
http://msdn.microsoft.com/en-us/library/bb203872(v=xnagamestudio.40).aspx

MSDN App Hub XNA Shader Series
http://create.msdn.com/ko-KR/education/catalog/article/shader_primer

XNA4.0 Shader Programming
http://digitalerr0r.wordpress.com/2011/12/12/xna-4-0-shader-programming-1intro-to-hlsl-ambient-light/