I tried re-downloading & get the same thing,could you try emailing the file to me at
3dsmorrell@gmail.com
the file size I'm getting is 4.35 KB (4,461 bytes)
screenshot shows windows doesnt recognise it as an fx file,I had to add the extension to get max to read it which is where I get the error.
viewing in notepad it's all in heavy code,like opening a file notepad isnt meant to read,not like viewing any other fx file where you can see everything.
which leads me to think something about my windows setup is doing it.I just tried a download from nvidia shader library & those fx files display fine
http://stefan-morrell.com/xoliulshader.jpg
http://stefan-morrell.com/xoliulshadercode.jpg