Shaders are not programmed in C++, they are coded either in HLSL or ASM. They are then loaded via the rendering engine to the hardware. They are not made with a DLL.
If you are referring to the render to texture technique, that is not a shader in any way. Matt's DLL can be downloaded here:
http://www.conitecserver.com/ubbthreads/showflat.php?Cat=&Number=468764&page=0&view=collapsed&sb=5&o=&fpart=1#468764I doubt he'd share the sourcecode with you though.
If you don't know the difference between a render to texture DLL and a Dx9 shader, I'd reccomend learning the basics before even thinking about shaders and rendering concepts.
-Rhuarc
