Start with C. Just C.
Learn how the datatypes, syntax and flow control work. A lot of other languages have almost identical syntax to C, and the general ideas you'll learn through C will translate well into other languages, thus making them easier to learn.
I suggest you use the most simple compiler, development environment you can find when learning C. My recommendation would be TurboC, which you can find in all sorts of places online. Its yellow-on-blue colour scheme will irritate you beyond belief, but a nice basic approach from the ground up is an excellent beneficiary to the learning curve.
Once you've got a good solid idea about how a procedural language works, you may want to move into object oriented programming. For this, I suggest Java. You'll want to trawl the Sun website for this. Having learnt C and Java you will find picking up other more marketable languages easier.