set effect constant float
set effect constant vector
set effect constant matrix
set effect technique
(etc)
You could look at one of the many examples on the numerous shader threads here.
The commands are listed in the Help file under APPEARANCE COMMANDS, not under SHADER COMMANDS for some odd reason.
Simple example:
set effect constant float 1, "specLevel", 1.2
That refers to effect 1, the constant "specLevel" in the shader, and 1.2 is the value you wish to change to.
Vectors must be vector4's but you can pass these to float2's or float3's in the FX file if you wish - the extra entries are simply ignored by the shader.
Edit I think baxslash may have interpreted you literally. Do you really want to change the FX file itself? The commands I've listed just change the values used by the loaded effect - which is what we usually need.
