There are two programs I can recommend,
Flash
Then you should use AS2.0 or AS3.0. Depends on the amount of time you want to put into it, AS 3.0 is designed to program al sorts of things while AS 2.0, the older version, was more user friendly. If you start AS 2.0 is quite easy to catch while 3.0 is hard to start with, at the other hand when you "understand" 3.0 you can do way more cool things than those can be done with 2.0.
Flash is also great as it understands photoshop and illustrator formats...so you don't have much quality loss really. Then it is also handy because you can actually see what you are doing. One thing though, never ever make an flash intro page...as said before it is seen as the most horrible thing by most of the internet users!
Notepad!!
if you are going to make websites that are not actionscript based I can only recommend notepad ,it may sound strange but it really is the best html tool there is(in my book). That in combination with
this site is the best way to start. Do save you're files as "all extensions, sitenamehere.html" otherwise it would be plain txt!
I think you should then try to start with HTML and javascript, maybe later on when you understand those two you can start learning PHP, ajax, CSS and that kind of scripting. The hardest thing of this version is that you don't see what you are doing, which is pretty tough if you ask me
If you are going for the Notepad version, you could use imageready to slice and dice up you're images for you so you don't have to completely code you're site, imageready will do that for you...then the only thing you should do is add rollovers and stuff with javascript...
damn that was a lot of text
I truly hope it helps!!