There are plenty of online tutorials that will get you started on the basics of C, C++, C#, Java, or what ever you want to learn (so long as it is not BASIC

). I went the 4 year Computer Science degree path so I can't really vouch for learning programming from scratch on the web.
Once you know the basics of command line programming (think old school DOS). You should look into a graphic Library. DirectX, as mentioned above, is the industry standard. It competes with OpenGL which at times seems more academic than business oriented. Then there are a bunch of 3rd party libraries, my favorite being Allegro.
I have used OpenGL, DirectX, and Allegro to make software in the past. Of these three the easiest to use is allegro. It is an open source library that is maintained on Windows, Linux, and Macintosh. The main allegro community site is at http://allegro.cc . There you can find tutorials on how to set up the program and examples of how to use allegro functions to do all aspects of 2d game programming (graphics, user input, and sound). If you want to go 3d you would be best served by OpenGL or DirectX, but they are not as easy to learn.
Finally a word to the wise: Your first project should be some thing simple, like Pong or Tetris. You may have a great idea for a game you want to make right now, but attempting to make the successor to World of Warcraft as you first project is tantamount to a baby who doesn?t know how to walk challenging a master swordsman to a duel.