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Please, I have interest in learning computer programming, but I have challenges on which software to start with and How I can get it installed. Thanks

you can start with c++ or C#.You should also download devc++.
when you get to an average coder's mode, you should download eclipse.

This is a question most often asked by beginners, how do I get started into programming?? I think you should understand what programming is and what programmers do then you can make a decision which programming language to start with. but let ask you these few questions: What type of application do you want to be developing is it mobile, web, desktop, or embedded application? because each language is powerful for different or targeted applications. you cant develop web application with assembly language and you can never develop a mobile application with PHP or Perl. I think reading these topics on wikipedia will help you understand better. hope these help .
http://en.wikipedia.org/wiki/Computer_programming
http://en.wikipedia.org/wiki/Programming_language

This is a question most often asked by beginners, how do I get started into programming?[img]http://www.keyforex.info/g.gif[/img]

Thank you all for your wonderful and educative replies, I think I find your suggestions useful