For all people, that want to learn Game Programming (or C++) from "scratch", please look at Chilis tutorials, they a very good! For the "advanced" people: He also has a series of 3D Programming Fundamentals. For more details look here: http://www.planetchili.net/
PS: I do not know if somebody else mentioned him here. If, feel free to delete this post ;)

I found another tutorial for directx here. So far this has been my favorite one so far.