Yes, you can convert the file but only using the manual way. To do this, simply put the file in folder (eg, C:\test\file.ttf) then open a Command Prompt using Start > Run > CMD and type :
- cd C:\test
- ren file.ttf file.shx
Since the files are using shapes, you will be using all the shapes from the TTF file into the application that requires SHX format.