Download the plug here:
Taken from nVidia:
The Maya Cg Plug-in allows artists to author and visualize content in Maya 4.5 using advanced hardware rendering and the Cg high level language.
The cross-API capability of Cg is a breakthrough for development teams targeting content for multiple platforms. The Maya Cg Plug-in supports the CgFX file format (.fx) and automatically provides intuitive interface controls and semantics to users and developers alike - for editing shader effects in real-time. Since the CgFX format also supports both DirectX and OpenGL, developers may encapsulate a series of fallback techniques for rendering any effect. CgFX files are text-based and describe the complete render state for a particular effect -- multiple passes, texture states, and any number of individual vertex and pixel shaders maybe defined to create a complete appearance or effect.
This zip file includes everything you need for Maya 4.5:
Maya Cg Plug-in
AlienMaya example file
Example shader files in .fx format with accompanying .dds textures
CgFX Runtime (beta 3)
Requirements: Maya 4.5, the CgFX Beta Runtime (beta 3) should be installed before installing this plug-in, which in turn requires the accompanying compiler to be installed