I'm interested in learning about Shaders: What are they, when/for what would I use them, and how to use them. (Specifically I'm interested in Water and Bloom effects, but I know close to 0 about Shaders, so I need a general introduction).

I saw a lot of books that are a couple of years old, so I don't know if they still apply. I'm targeting XNA 4.0 at the moment (which I believe means HLSL Shaders for Shader Model 4.0), but anything that generally targets DirectX 11 and OpenGL 4 is helpful I guess.