Q:

OpenGL Projection, View and World matrices

I have question about OpenGL projection, view and model matrices. 
In DirectX 9 i can easily manipulate matrix content and then apply it by using SetTransform function.  
I saw in MSDN OpenGL glLoadMatrixf function, but it only changes current matrix which I can change by glMatrixMode function. 
This function gets one argument with 3 options: GL_MODELVIEW, GL_PROJECTION and GL_TEXTURE.  But that's the problem.  How can I modify world matrix? 
In DirectX 9 I can use SetTransform and one of state types: D3DTS_WORLD (macro), D3DTS_VIEW and D3DTS_PROJECTION and set matrices for them. 

A:

The GL_MODELVIEW matrix is exactly what its name is; a combination of the model and view matrices.  Usually, you apply your view transformations first, then for each model, you push a matrix, apply model transforms, draw the model, then pop the matrix. 
If you use shaders, though, (and you have to in OpenGL 3.1+ without the compatibility profile), then you can use uniforms to pass matrices to the shader however you want, including splitting the model and view matrices if you so desire.