HLSL is the High Level Shading Language for DirectX. Using HLSL, you can create C like programmable shaders for the Direct3D pipeline.
HLSL was created starting with DirectX 9 to set up the programmable 3D pipeline. You can program the pipeline with a combination of assembly instructions, HLSL instructions, and fixed-function statements.
The programming guide contains information about writing shaders, as well as compiling, creating and binding shaders to the pipeline.
The reference section has a complete listing of the language syntax, as well as intrinsic functions that are built into the langauge to simplify your coding requirements.