DreamSpark is your friend. It's a website setup by Microsoft to teach newbies how to program.
If you're a student and you have an email address that ends in *.edu in the US, you can download
Microsoft Visual Studio 2010 Professional for free. Otherwise, you can get
Microsoft Visual Studio 2010 Express for free. Both are at DreamSpark.
Visual Studio is a Microsoft "IDE" (Integrated Development Environment) which is kinda like a word processor that you program in. There's an initial learning curve to using Visual Studio, but once you have it down, it's great. The best part about it is that it automatically checks your code for errors and it's pretty darn good about finding them and making programming easier, which is great for a beginner.
Also on DreamSpark, you'll find a link to the
Beginner Learning Development Center. This place will show you
how to program. Go to
Windows Development and start with Tier 1. You'll have three programming languages to choose from: Visual Basic, Visual C++, and Visual C#. Visual Basic is probably the easiest for a beginner to pick up since it looks more like English. Once you learn a programming language, though, you can pick up any other pretty easily; they're pretty much the same conceptually. So just learn an easy one to introduce yourself and then you can move on if another language would be better for you.
Good luck!
PS- The programming language "C" came out a long time ago (around 1972) and is still used today. The programming language "C++" is an extension of C (it has more stuff in it) and it came out around 1983. The programming language "Visual C++" is an extension of C++ which only works on Microsoft Windows (but if you learn it, you'll know C++ for other systems) which came out around 1993. The programming language "C#" is a newer language that came out around 2003. C# isn't an extension of C or C++, but it was designed to look and feel like C and C++ to help those who know C and C++ to transition more easily.