You can apply shaders with ent_mtlset to the different skins of your model.

Code:
 
MATERIAL* shader1 = {
    effect = "shader1.fx";
}

MATERIAL* shader2 = {
    effect = "shader2.fx";
}

action mymodel() {
    my.material=shader1;        // Set Shader1 to all Skins
    ent_mtlset(my,shader2,2);   // Change Skin2 to Shader2 
}