First make sure your textures are in the correct paths, eg
Correct: textures/yourset/wall/bricks.tga
Wrong: textures/yourset/bricks.tga

Copy shade.vbs and template.shader to textures/yourset/

Edit the template.shader if you need non standard stuff

Run the shade.vbs, copy textures/yourset/yourset.shader to scripts/yourset.shader, add yourset to scripts/shaderlist.txt