I would advise you the following links:

http://www.neatware.com/lbstudio/web/hlsl.html
http://www.facewound.com/tutorials/shader1/
http://ati.amd.com/developer/ShaderX2_IntroductionToHLSL.pdf

But before doing that, there's a very good shader tutorial (done by Excessus and jcl) in one of the previous AUM's.
Then follow up those links in that order to gain a good amount of experience for the terminology and the overall methode. If any term is unclear, there is always google
If you passed through all of this, then you can start doing the book section (the real work). Here is one useful book but off course there are many other good books about this too:

http://books.google.be/books?id=UDISXoui...KARiCCaEeoYHnzk

It will be a long road to understand the wonderful world of vertex and pixel manipulation but it's one heck a
beautiful trip If you have any questions, feel free to post them ^^

Cheers

Frazzle