Many people think that they would like learn computer programming, but have no idea where to start. It's important to have realistic expectations. You are not going to be able to write the next Google or World of Warcraft in a few weeks/months. These types of applications require entire teams of people to build with many man-years of effort. Computer programming is challenging and isn't something you can learn overnight. Start small and build on your knowledge incrementally.
Find a good introductory book on the programming language you want to learn. Books are good place to start because they are specifically structured to teach you one concept at a time and build on things from chapter to chapter. The best way to find a good book is to walk into a bookstore and take the time to read a chapter or two from a few different books. Choose a book that is in a writing style you enjoy and is at a level and pace that you're comfortable with. If you can't find a good book in a store, browse online bookstores and study the reader reviews.
Get the tools you need to program in your language of choice. Most introductory level books will tell you what tools you need and how to get them.
Read the book you purchased and write code as you go through the examples. Practice the concepts taught in the book. Make sure you understand everything that you're doing as you go along. You will struggle with more advanced concepts if you don't fully understand the basics first.
Find other programmers to mentor you and answer any questions you may have. If you don't know anyone personally, there are plenty of online programming communities out there. Many programmers enjoy helping and teaching others.
Read, read, read. Read more books, programming blogs, online tutorials and anything else you can get your hands on. The world of software development is massive and continually changing and evolving. There is an amazing amount of information to be found on any programming topic you can think of.
Practice, practice, practice. Computer programming is a skill that you can only master by doing. The more code you write, the more you will learn. Continually push your boundaries and try things just outside your comfort zone. Like anything else, you learn most from your mistakes -- don't be afraid to make them.
Be patient. Be determined. Be persistent. Learning to program computers is a challenging but rewarding task. If you find yourself really enjoying it, consider taking programming classes or studying for a computer science degree to further advance your knowledge.