well that all depends on what you are trying to do and how much patience that you have to learn. If you want to try and get a job
doing it, then you are probably going to want to look into getting
a MCSP (microsoft certified solutions provider). If you are just wanting to mess around, then you might want to look into Visual Basic (I personally hate basic in all its forms though) or Delphi (it's really nice, but I might just be saying that, because it is the only programming language that has made me any money so far). If you are in for a headache, you can do C++. If you are in it to make money programming on a pc using the windows platform, then you basically have to buy either a microsoft or borland product to do it. Sure, there are free compilers out there, but when was the last time you saw something major get published from one of them? (There are tell-tale signs of which compiler is being used even if you don't look at the binaries in a hex-editor).
Programming can be easy (If you start with really simple programs and slowly work your way up), or it can be hard (like expecting to have your first program be a device driver or trying to rewrite the ipx/spx networking program for doom so that it integrates support for a modem connection... that kind of went no where since I was also translating it from c to turbo pascal... but that's another story).
But anyway, the actual language that you pick isn't really that important anymore. A more important thing, today, is understanding the object-model and leveraging it your advantage. IF anything, learn oop (object-oriented programming). Then learning other programming languages is nothing more than speaking with an accent.
Don't expect to be putting out like direct 3d games for quite some time or anything. Programming is a long and hard road, but you can make yourself some rather useful utilities even with very little training. You can probably find large amounts of free code to look at from the internet, or you can buy a book when you buy the programming language. Even when these things give you code, don't just copy it. Learn what it means and start improving on their code and changing it your code.