May the Source be with you...... :P
So.. you want to learn to code eh? Well I will first have to say that I personally would recommend C as a first programming language, but that is just my opinion. As for compilers, there is no need for you to use any proprietary carp, legal, illegal or otherwise.
If your a Windows kid, go to http://www.bloodshed.net/devcpp.html
and get Dev C++. It is a full featured IDE much like the Visual Studio C++ IDE, but it is free, you can have the source code, and it won't be backdoor'd like that warez crap is likely to be.
If you are a *nix person you have just about everything you could ever need or want as part of your base system and packages. Once again, free, you can have the source code, not backdoor'd.
Lastly I would say check out http://www.ddj.com, it is a great resource for programmers of any particular type.
No matter what you choose, I would recommend staying away from Cobol, Basic, and maybe even VB. These are dated and not very portable. Oh.. and don't refer to HTML as programming around actuall programmers.
Have Fun.