Download the new Java version 7 when it comes out in a week or so.
Use the Eclipse IDE and not NetBeans.
Get a good book.
Although I hate to agree with Lounger (literally, HATE), this is sound advise. If you are interested in programming as a career, look at the mybroadband surveys on what skills are needed. Conversely, if you are interested in programming as a hobby, narrow the scope of what you would like to do (web, enterprise, etc) and look at the communities that surround the technologies used in those domains.
Java will give you a great introduction to syntax and object orientation, which is easily migrated to other languages. Python would be my second recommendation, its a highly versatile scripting language and is used all over the show.