PLZ HELP: convert mouse coordinate(2d) to 3D with using OpenGL

Hey people, i am russian and because bad speak english.
That’s my Q:

How me convert mouse coordinate(2D) on world(3D) with using OpenGL and matrices,
but with out GLU(gluUnproject, etc…). Please help. Me need source code with
commentary, good commentary!!! Need full source code… Thanks all, who help me