Most of those tools create directx9 shaders in fx file format. Since this engine uses Dx8.1, they wont work. Usually they have HLSL shaders in them, along with instructions for compiling them.

The .fx file format used by SMEE, SSE, and A6 is the Dx8.1 .fx file format. Here is a link, if you want to know what they contain, and feel free to look at the .fx files that come with SMEE.

http://msdn.microsoft.com/archive/default.asp?url=/archive/en-us/dx81_c/directx_cpp/GRAPHICS/Reference/Shader/EffectReference/EffectReference.asp