Interesting things to do to your Desktop.

[Zweihander]

I think Andy is looking for a compiler. While most bare-bones compilers are just something run from the command prompt, you can download (or buy, if you're a sucker) an IDE (Integrated Developtment Environment), which adds all sorts of neat stuff to make your life easier. The only languages I know are C++, Java, and a smattering of noncomplex HTML. If I had the time, I'd learn more stuff about scripts, but I don't. The links below will take you to places where you can get the compliers, IDE's, and such.

Dev-C++, an open-source C++ IDE
The Java environment, needed to run a compiled Java program
The Java SDK, needed to make and compile Java programs, scroll down to where it says "Download"

The C++ compiler I linked to is different than what you might find in the more expensive and popular Visual C++ (EDIT: which uses the Borland C++ compiler, also very popular) or whatever they sell. The syntax remains the same, but some class files (mainly conio.h and some other stuff) aren't included in Dev-C++. And JAva is weird; when it compiles, it creates a .class file, which needs the runtime environment to actually be used. In this way, JAva is slower, but much more cross-platform compatible, meaning that a .exe file can't be run on Mac or Linux, but any OS with the environment installed can run a .class file.

I also violently recommend googling some tutorials up. The Dev-C++ page has some links to decent ones, including one on how to use C++ and its GUI stuff. HTML and Javascript only needs a text editor (Word, notepad, etc.) and a browser. Have fun, and as someone once said, "Programming is the act of applying logic to creativity."