The Arduino comes with simple and easy to use software, which you can download and install from the arduino site: http://arduino.cc/en/Main/Software
What is a program?
A program is a set of instructions, you use the arduino software to type in your instructions, i.e. write your program and then download it onto the arduino board (downloaded via the USB cable)
Programs are made up of functions. Functions are groups of instructions.
To write a program for arduino you will always need the following two functions:
Your code must be typed in between the curly brackets
This function will run once and is used to start certain things and to set certain options – a bit like connecting a wii remote to the Nintendo for the first time.