I don't think shaders on level geometry is fully supported by the engine yet. When it is fully supported all you have to do is set the var d3d_automaterial = 1; and rename your texture to the name of your material.

Shaders that work with the models skins will need to be modified for it to work.
In your shader.wdl or .fx there should be a place that says material bumpmap(or whatever you named your material). Open up wed and go to the textures. Change the name of your texture to bumpmap(or the name of your material).