If i wanted to start learning programming myself, how would i start?

I thought of starting with programming in C and that's why I got a few books from the library. I have Win 7 and i downloaded a few softwares like virtualbox and cygwin hoping that I would be able to run unix inside windows 7 somehow. After doing all that now I feel that it was needless and wondering if a even kicked off properly. Any suggestions on how to start learning programming are welcome.