Can you explain your problem a bit more? Every shader needs an "entry point" / "main function" (though with the Effects Framework, this is written in your technique block).
How do I compile a .fx file without the "main" function/procedure?
Are you compiling your shader for use with the Effects Framework, or as raw pixel/vertex shaders for use with the raw D3D APIs directly?
Also, what version of D3D are you targetting?