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Inside COM+: Base Services Review by Thomas Hansen
Very good book with no Mambo Jambo and detailed explenation.
I have read a coupple of books about COM and ATL but this is definitely the best!!! It explains ATL in details from the bottom and up, you don't need any earlier XP to read it and you don't need very much fill in afterwards (except the OLE DB stuff which it doesn't explain at all...)
In fact if you're eager to learn COM it's also probably one of the best books around since it's detailed explenation of COM in the early chapters are very good and easy to understand.
If you're going to learn ATL you probably can NOT manage withouth this piece of paper.
It also does a marvelous job explaining the basics of templates so you don't need any XP from before except C++ and a bit of Win32/MFC programming, but even this is not a requirement since the ATL is so much different from "normal" Win32/MFC programming.