When you want to write DirectX10 program in your project, you should add .fx files. Article  introduces one method about how to build project with .fx files.
After that, you will get a perfect project which can compile and build .fx file, and you will run your DX10 program very well.
However, you may get some warmings about "Compiling" for every .fx files in your projects when you run your program every time. It's very disgusting for us because it costs us a lot of time.
The method how to avoid these "Repeat Compiling" information is : Make the FXC rule not selected:
And then, you will get no warming about "Compiling .fxc file" when you run you program.
So, you can make FXC rule selected when you want to modify or build your Shader codes in .fx files, and then you can make the rule not selected to avoid warming when you run the program. I think this is a good approach to manage your DX10 projects.