So here's the background:

I'm writing a game, just for my own amusement and education really. I've already come to the conclusion that XNA was the way to go for graphics, I've bought a couple of books, I've gotten basic game graphics going, and that's great.

Now I'm starting to get a little in-depth and I'm starting to need to do stuff not covered in my (beginner) books. In particular, I need to display a sprite using a mask. Actually, what I need to do is display a generic sprite with a different color for each player. After banging around on the web, it seems the way to go is to have a color texture (one for each player) which I display using the mask, then display the generic part of the sprite. This has to be done dynamically, i.e. at runtime because there are too many sprites to keep in memory if I try to generate all the permutations at startup.

So, I need to use a shader. Fine. I've downloaded a sample shader program, and managed to hit it with a hammer until it does something close enough to what I want so that I know I'm on the right track. And here, we come to my problem... I have no friggin' clue what I'm doing. While there are a lot of samples and such about shaders, no one ever actually explains what's going on. For instance, I can't find any real docs on Tex2D. I feel like the guys in Zoolander poking at the computer. So, my question (yes, I have a question) -- where is a good URL or what is a good book to take me from dumskie to reasonably competent to write a basic shader?