I'm assuming you already know how to program C++ pretty well and have a basic understanding of parallel programming (or at least know how you want to parallelize your code).
I would check out the book Using MPI first. Using MPI 2 is the follow on book that discusses using the new bits in MPi-2. Both books were written by the guys who wrote the MPI library and headed up the standardization effort. One nice thing about Using MPI is that it's available online so you can check it out w/o spending money :-)
