It depends on what it is you are analyzing. For example, in an intervention study with multiple treatment groups, then you will have a covariate that is categorical representing the levels of treatment (or else you would have a series of dummy variables representing the levels of treatment). In this case, you will want to perform a post-hoc test to determine which of the treatments performed better than the others (using multiple comparisons between groups with some adjustment for multiple tests, such as Bonferroni). Otherwise, as Beatrice mentioned, you will probably not need any further analyses.
2 . Regarding the theory of multiple regression analysis, please refer to:
i. Richard Johnson and Dearn Wichern (2007). Applied Multivariate Statistical Analysis. Chapter 4, pages: 149-208.
ii.Joseph Hair, Wuilliam Black, Barry Babin, Rolph Anderson and Ronald
Tatham (2006).Multivariate Data Analysis. Chapter 4, pages: 237-243.
iii. Norman R. Draper, Harry Smith (1998). Applied Regression Analysis, 3rd Edition, Wiley.
3. The applications/calculations of multiple regression analysis can be done using SAS. Please see, Willam Mendenhall and Terry Sincich (2003).Chapter 4, pages:182-185.
4. In SPSS, the calculations can be also developed . See,
Landau, S. and Everitt, B. S.(2004). A Handbook of Statistical analyses using SPSS. Chapter 4, pages:92-126.