First you need to know whether you want to create programs that run on your (or some other) computer, or if you want to write web pages that either just display information or have some functionality involved. If you don’t really know yet, do not worry! The information on this site will give you a good background to figure out where you want to go.
You will find that most books and websites you encounter on programming generally show you text programs. This style of programming goes back to the days of prompt-based computing. Some of you may remember using DOS or perhaps a VAX system in school, where you had to enter commands on a command line (“c:\>”) to get things done. Since most programming languages were written when command line interface was the primary interface, many of the instructional manuals you will find use this method of teaching. You are probably much more interested in creating windows based programs, those that run in an open window in your current operating system. The windows and tools commonly used in the windows (menus, help files, open and save files, etc) are found in what is called an Integrated Development Environment (IDE). These environments provide the tools you can drag and drop into your programs so you don’t have to write these types of tool from scratch - a very useful innovation. Given that most teaching texts stress the command line interface, this can be confusing for the person who is trying to learn and understand programming. You probably aren’t interested in writing command line interface programs, yet that is most of what is being taught. Rest assured, there are ways to easily write windows applications. Visual Basic is built to write Windows applications specifically. Languages like C and C++ weren’t designed for Windows specifically, but using IDE tools like Microsoft Visual C++ and Borland C++ Builder you can adapt your knowledge to Windows based programs.
If you wish to create webpages or programs that function on the web, you have a few roads you can choose. If you would just like to create webpages with text and graphical content, HTML is probably the best choice for you. If you want to create more interactive pages or pages with more advanced content, learning PHP and MySQL may be appropriate depending on what exactly it is you want to do. If you want to create rather advanced programs that use the internet to function, the more complex uses of Java may be what you are looking for.