is there a specific program that you are interested in? i took an FEA class using Pro/Mechanica.. we used
this book i believe.. i'm not really sure, because i never bought the book.. the tutorials are helpful..
edit: if you're interested in the theory, it's all matricies.. i forget if they have any of that in the blue book linked above, but they may.. but all i learned in my FEA class was how to use matricies, and pro/m