First of all. Programming is NOT going to be easy. If you've never programmed before, it will take you some time to get to know all concepts and constructs of very basic programming. BASIC is one of the easiest languages around (so it is said) because it is very 'high level' (the language takes care of a lot of things for you). Pascal is also considered a good first language and many colleges offer a programming 101 using Java. If you've learned to program in one language, getting to know another one is less hard, because the concepts tend to be the same among languages (a loop is a loop in any language).
So my advise: go for Pascal (or Delphi), Java or Visual Basic to learn programming. There's almost nothing you can't program in any of these languages (short of -perhaps- an Operating System or device driver) but you don't have to worry a lot about memory leaks (especially not with Java) and obscure compiler errors...
Read
this article to help you choose the language!
And about the confusion:
1) You type the program using any old text-editor. This you do in a programming language which is designed to be understood by humans (i.e. Pascal, Java, C++ or even Assembler)
2) This code has to translated to machine-code. This can be done using a compiler (e.g. Java, C++) or an Interpreter (e.g. Java). When you're using an Integrated Design Environment, most of this happens behind the screens, but this translation process does occur.
Good Luck with programming!