A shader is generally applied through assigning a material to an entity:

Code:

---

material bump_mapping_mat
{
	...
	effect =
	"
		// insert shader code here
	";
}

action add_bumpmap
{
	...
	my.material = bump_mapping_mat;
	...
}

---

I don't know shaders - they aren't explained much at all in the manual. It requires the commercial or professional edition to use shaders, however.