It doesn't look like you are compiling it anywhere.
Check out D3DCompileFromFile.
I'm using visual studio 11. So i compile it from there : )
Also the buffer size isn't 0.
Am I missing something or maybe you don't know that shaders have to be compiled to byte code? What function are you calling to compile the shader into bytecode?
I found the problem. I did put the hlsl files instead of the cso files at
D3DReadFileToBlob
It is working now. Thanks : )

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