Well, is there a book I can get that teaches me all about How to create a game engine? Like how to create a game engine and stuff?

A game engine is basically a C++ (or C, but OOP programming is generally used) wrapper to your graphics API. So you're going to first need to learn the API you're planning to base your game engine on. Examples include OpenGL, DirectX, SDL, etc.

Once you've learned that, creating the actual game engine becomes a bit easier. For one thing, many game programming books you buy actually include tips and tricks on creation. And since you already know the API, all that's really left is incorperating these features into functions. Here are some links and books to help you:

http://books.google.ca/books?vid=ISBN1592003516&id=-vifhqAi0SEC&pg=PR10&lpg=PR10&ots=ESSNVItNW3&dq=creating+a+game+engine+book&sig=3Xde77hEVCum_VlRo2woz8iiTf4#PPP1,M1
http://www.samspublishing.com/articles/article.asp?p=29618&rl=1
http://www.google.ca/search?q=creating+a+game+engine

Check out Introduction to 3D Game Programming with DirectX 9.0c: A Shader Approach by Frank Luna. I've got that book and its pretty thorough. Also expensive.

Also expensive.

Like you're going to find any good game programming books that are inexpensive. The cheap stuff is crap, and expect the prices of books to increase as the complexity level goes higher.

Ok where are the books on directX thats what i need to learn u said, I need a good one!

OOOOO THAT THE GAME CAMERA! lol my friend was talking about that! What else Can i learn in that book mega/joe?

Before buying an expensive book; you can try to find a good directX tutorial online. Do the first lessons to see if you have enough motivation to go through a book :D

DirectX:
http://www.drunkenhyena.com/cgi-bin/dx9.pl

OpenGL:
http://nehe.gamedev.net/

But digging in directX or OpenGL is maybe far from "game programming", I'm pretty sure there are some high level libraries that will simplify your task and permit you to focus on the game mechanics and assets :-)
A quick google gave me http://irrlicht.sourceforge.net/ and http://www.ogre3d.org/ ; and i'm pretty sure those are still a bit low-level.

Another path is to modify an existing game (for example: half life is moddable)

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