the code i tried is that:
bmap texture = <test.tga>;
bmap dot3 = <testdot3.tga>;

material mat_bump
{
skin1 = texture;
skin2 = dot3;

scale1 = 0.2;

effect = "

matrix matWorldViewProj;
matrix matWorld;
vector vecSunDir;
Matrix matMtl;

// declare the used textures and variables
texture mtlSkin1; // the entity skin
texture mtlSkin2; // the bump map
dword mtlSkill1; // the light vector

// default technique
technique bump_dot3
{
pass P0
{

// set texture stage states
Texture[0] = <mtlSkin2>; //bump
Texture[1] = <mtlSkin1>; //text
TextureFactor = <mtlSkill1>;

ColorArg1[0] = Texture; // stage 0 = bumpmap
ColorOp[0] = DotProduct3;
ColorArg2[0] = TFactor;

ColorArg1[1] = Texture; // stage 1 - skin texture
ColorOp[1] = AddSigned;
ColorArg2[1] = Current;

ColorArg1[2] = Diffuse; // stage 2 - lighting
ColorOp[2] = Modulate2x;
ColorArg2[2] = Current;

pixelshader = asm
{
ps.1.0

tex t0
tex t1
tex t2

mul r0, t0, t1

};


vertexShader = asm
{
vs.1.1

m4x4 oPos, v0,c0

mov oD0,c4
};
}
}
// fallback technique for devices that do not support bumpmapping

technique fallback
{
pass P0
{
// set texture stage states
Texture[0] = <mtlSkin1>;
ColorArg1[0] = Texture; // stage 0 = skin texture
ColorOp[0] = Modulate2x;
ColorArg2[0] = Diffuse; // modulate by lighting
}

}"; // end of the effect string
}



starter mat_bump_init
{
// initialize the material properties
vec_set(mat_bump.ambient_blue, mat_model.ambient_blue);
vec_set(mat_bump.diffuse_blue, mat_model.diffuse_blue);
vec_set(mat_bump.specular_blue, mat_model.specular_blue);
mat_bump.albedo = 100;
mat_bump.power = mat_model.power;
mat_bump.skill1 = pixel_for_vec(vector(100,100,100),50,8888);
}


As you see it's just the bumpmapping example in 3dgs' tutorial with some changes. I also tried:
to change the order of pixel and vertex shader;
to made a blank one;
to cancel the bumpmapping part;
to put the shaders in another pass....

But nothing! at every try, (if there aren't other errors) i get always "pixel shader expected", pointing to the line where the pixel shader starts... but only if i use also a vertex shader. Why??? It works if i comment the vertex shader!