Sh is a metaprogramming language for programmable GPUs, developed at the University of Waterloo. From the “About Sh” page: “A high-level language allows programming GPUs with familiar constructs and syntax, without worrying about the details of the hardware. Sh is such a high-level language. It offers the convenient syntax of C++ and takes the burden of register allocation and other low-level issues away from the programmer. This allows GPU programs to be written much quicker and makes porting such programs extremely simple.” Sh is an open-source project hosted on SourceForge http://libsh.sourceforge.net.

This paper by Bill Mark et. al describes the Cg high-level graphics hardware programming language and the associated run-time system. The paper details the rationale behind the decisions made in the design of the language. (Cg: A system for programming graphics hardware in a C-like language. Bill Mark, R. Steven Glanville, Kurt Akeley, and Mark J. Kilgard. To appear in the proceedings of SIGGRAPH 2003.)

The MSDN DirectX page is a good starting point for DirectX documentation and tutorials.