Keep in mind, scripting languages are usually not fully-featured. Examples of scripting languages: JavaScript, VBScript
Examples of fully-featured programming languages: Java, VisualBasic, C#, C++, C
In my opinion, Java is a fairly easy language to get started in and it is also very robust. Here is how to get started:
1 )Go to the sun java website>>downloads>>Java SE>>and download the Java JDK and install it.
2 )Download a java Integrated Development Environment such as NetBeans and install it.
3 )Go to the sun java website>>API>>Java SE>>Standard Edition 6>>Core API Docs to see a full list of java package libraries with very good descriptions and links to tutorials.
4 )Search for java tutorial or go to java.sun.com/docs/books/tutorial/ to get a list of very detailed tutorials to help you program from very simple to very complicated.
If you want to dive into C and C++, I recommend you find and download cygwin and when installing, chose gcc4 package for the C compiler (gcc) and the C++ compiler (g++). Then you can create programs with a simple text editor and compile them in cygwin. If you want to compile for windows machines instead of only unix, use "gcc -mno-cygwin source.c -o program.exe" and "g++ -mno-cygwin source.c -o program.exe". Then you can search the internet for simple tutorials and code samples to playa round with.
If you want to dive into C++, C#, or VB .NET using an IDE, you can get the free Windows Visual Studio Express Editions. Then you can use the MSDN programmer's reference library to find tutorials and language specifications.