How can I teach myself to program?

I’ve never coded a thing in my life, and I want to learn how. I’d like to know what language I should learn first, and any resources that would help me learn. It would also be helpful if someone could give me a list of what languages I should learn in what order.

Any other personal tips, tricks or recommendations will be happily accepted, too.

I almost forgot – This is for programming in Windows (Vista x64 specifically). I can acquire any programs needed, so just include recommendations for that too.

Just another thing, I can’t really spend too much money on this, seeing as I don’t have much money to spend in the first place. But thank you, Bri_L. That service looks great for when I have a little more money.