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I want to learn programming

It really depends on what exactly you want to achieve. If you want something theoretically interesting (<= math interest), maybe start out here: http://en.wikipedia.org/wiki/Scheme_(programming_language) or here: http://en.wikipedia.org/wiki/Haskell_(programming_language)

I recommend just doing some tutorial which you will find via these pages or via Google. You will also find free compilers and interpreters.