I found a book on Amazon: http://www.amazon.com/exec/obidos/tg/detail/-/0735616531/qid=1104262465/sr=8-3/ref=sr_8_xs_ap_i3_xgl14/104-4607208-8783115?v=glance&s=books&n=507846

it is called: The Microsoft DirectX 9 Programmable Graphics Pipeline

Maybe you should also study some DirectX 9 before diving into shaders.