Following on from my eariler post, I can recommend this site.
The link to the Numerical Recipes in C++ part, although not containing the full book, does contain the first chapter about implementing vector and matrix classes in C++.
The other links actually host the full books online for Fortran and C. There is lots of useful stuff in here, and it is very much worth reading (and the code pillaging).
I would suggest that if you want to get stuck into some coding from the start, then getting into these basic maths classes is definitely the way to go. You will absoultely need the power they will provide later, and you can be planning the rest of the DirectPhysics engine in parallel.


zaza