Known limitations for the CgFX shader include:
Important information about the CG language including the limitations of the CgFX plug-in are available on the nVidia website (www.developer.nvidia.com), especially https://developer.nvidia.com/cg-toolkit.
Shaders that deform geometry are not supported.
You must use an nVidia graphics card if your CgFX shader utilizes nVidia specific profiles. Otherwise, you will not be able to preview these shaders in the scene view.