If you haven't checked out Ben Gaster's (known as brg on the forums) article "Introductory Tutorial to OpenCL", you should check it out!
http://developer.amd.com/gpu/ATIStreamSDK/pages/TutorialOpenCL.aspx
It's a great way to get started learning and using OpenCL!
Thx Michael. I found it very useful.
There is an error in the code incorporated in the Tutorial, lesson 1. Line
cl::vector<cl:evice> devices;
should be replaced by
std::vector<cl:evice> devices;
Looking forward for more advanced lessons.