If you ever fancied learning how to program, why not take a look over at Channel 9 where there is a series of "how to" videos dedicated to doing just this.
Most of the videos are by Bob Tabor from LearnVisualStudio.net which generally is a paid for resource, but Microsoft have obviously seen the value and quality of his training and have obviously sponsored him to create content for the Channel 9 website.
Most of the videos take you right the way from the complete basics to a point where you'll feel comfortable in dabbling a bit more. Most are provided with downloadable code samples and where appropriate they also run you through installing development environments.
As Microsoft provide the free Visual Studio Express environment, (available here), there's really no excuse not to give it a try!