OpenGLBook.com is a free OpenGL programming tutorial in online book format. Click on The Book to start learning OpenGL 4.0. Several chapters contain OpenGL 3.3 compatible code samples in a sub-directory named "compatibility" in the source code listing, if you only have access to OpenGL 3 / DirectX 10 level hardware.
Before you start make sure that you read the preface to get a decent understanding of the evolution of computer graphics and where OpenGL came from. The preface also lists the hardware, software, and knowledge requirements for the book, so don't skip it!