If you're serious about MPI, you'll need parallel computing background (mostly from scientific) and the official standard for understanding the fussy details of MPI APIs. There are many books about those two things in the market, if you go to Amazon and search for MPI keyword, you will get it all. Here is my recommendation:
Theoretical and Scientific Background
For practical programmers
I always believe that bottom-up learning approach is the best way to learn programming. MPI is not really complex APIs, but you will not program in vacuum. Understanding about computer architecture and Windows APIs itself will be a great asset. For you who want to advance your native Win32 (Windows API), I would recommend my current readings:
I hope you enjoy MPI exploration like I do.
Happy learning – RAM