//I'll use my Radial Blur post process as example, done using DirectX 9

//this I do only once, variable is global
ID3DXEffect *fxRadialBlur; //define variable to store shader
D3DXCreateEffectFromFile( device, "data/fx Radial Blur.fx", NULL, NULL, 0, NULL, &fxRadialBlur, NULL ); //load and compile shader from file to variable
fxRadialBlur->SetFloat("Distortion",0.2f); //set parameters if needed
fxRadialBlur->SetFloat("Strength",0.0f); //set parameters if needed

//this doing only once too, variables global too
IDirect3DSurface9 *backBuffer, *tempSurface; //define variable to hold backbuffer pointer and our own surface
LPDIRECT3DTEXTURE9 renderTex; //define variable for texture
device->GetBackBuffer(0,0,D3DBACKBUFFER_TYPE_MONO,&backBuffer); //get backbuffer
D3DXCreateTexture(device,(unsigned int)WIDTH,(unsigned int)HEIGHT,1,D3DUSAGE_RENDERTARGET,D3DFMT_A8R8G8B8,D3DPOOL_DEFAULT,&renderTex); //create empty texture (reserves memory)
renderTex->GetSurfaceLevel(0, &tempSurface); //append texture to surface

//this I do after all rendering, it copies rendered image onto texture
device->StretchRect(backBuffer, NULL, tempSurface, NULL, D3DTEXF_LINEAR);

//setting up square, so it will have what to draw
ScreenVertex svQuad[4];
svQuad[0].p = D3DXVECTOR4( -0.5f, -0.5f, 0.5f, 1.0f );
svQuad[0].t = D3DXVECTOR2( 0, 0 );
svQuad[1].p = D3DXVECTOR4( WIDTH-0.5f, -0.5f, 0.5f, 1.0f );
svQuad[1].t = D3DXVECTOR2( 1, 0 );
svQuad[2].p = D3DXVECTOR4( -0.5f, HEIGHT-0.5f, 0.5f, 1.0f );
svQuad[2].t = D3DXVECTOR2( 0, 1 );
svQuad[3].p = D3DXVECTOR4( WIDTH-0.5f, HEIGHT-0.5f, 0.5f, 1.0f );
svQuad[3].t = D3DXVECTOR2( 1, 1 );

//after calling StretchRect, backbuffer was copied into our defined surface, since it has texture appended, we can use that texture
fxRadialBlur->SetTexture("Input",renderTex); //setting texture to shader

//render it
fxRadialBlur->Begin(&cPasses,0);
for( unsigned int iPass = 0; iPass < cPasses; iPass++ ){
    fxRadialBlur->BeginPass(iPass);
    device->DrawPrimitiveUP( D3DPT_TRIANGLESTRIP, 2, svQuad, sizeof( ScreenVertex ) ); //this renders our square, texture onto it is applied by shader
    fxRadialBlur->EndPass();
}
fxRadialBlur->End();