Stencil buffer

The basic use of stencil buffer is to limit the area of rendering. Combined with depth testing the stencil buffer can be used to create some interesting effects like shadow volumes (Doom 3 like shadows), planar reflections and many more.

On how to use stencil buffer, get a good book on DirectX and/or [google]

Thanks. But I didn't understand one thing: How does a combination between depth and stencil can do this kind of effect?

thanks

It is difficult to explain on a post like this. This is a complex topic and deserves a lot of explanation. I would rather suggest downloading the shadow volume sample from here and reading the paper on Robust Shadow Volumes

Also read this article