Glossary > 

CGFX is a shader description format developed by nVidia. It is compatible with DirectX (DX9 and DX10), and also with OpenGL (however, 3ds Max doesn’t support hardware shading in OpenGL viewports). The DirectX Shader material can apply CGFX shaders to objects, and display them with hardware shading in viewports.

By default, DirectX shaders, including CGFX files, are saved in \maps\fx\ in the 3ds Max program directory.