How to learn OCaml efficiently?

Ok, I am a Java programmer without any functional programming knowledge. Now I have been currently learning OCaml for 2 weeks, and I don't get even a clue about OCaml. There are several tutorials and books suggested here: https://stackoverflow.com/questions/2073436/ocaml-resources but none of them seems friendly. Really, I mean it. None of the tutorials or books at least gives me a `Hello World` quick start. after two weeks, I even don't know what is the `program entrance` of Ocaml (such like a `main()`). I even have no idea of how to really write OCaml codes into a file, and somehow let OCaml compile it. Ok, complaints are finished. I have to learn it and do it well. So, could you please give me some suggestions of learning it? I feel OCaml is very obscurity and hard to understand. Please enlighten my road.