[abenedik]

You can create a custom Effect that uses your own shaders. See the "Advanced / CustomFogEffectSample" sample in the Common samples project. This sample also comes with FogEffect, FogEffectTechnique, FogEffectTechnique and shaders (in the Resources / Shaders folder).

Please check that sample and then try to implement your own effect. If you have any problems, please provide the source and describe what you want to do and I will try to help you.