In this lecture, Chas Boyd, the Program Manager Architect of Windows Graphics, gives you an introduction to DirectCompute. He covers some background on DirectCompute, gives examples of applications, gives an overview of the DirectCompute API, and then covers the principles of basic usage.
The Roundtable discussion for DirectCompute can be found here and the slides are available from here.
For more information about DirectX, check the DirectX Developer Center and the Windows Developer Center.
You can also download the Direct X SDK.
The following videos continue the series: