java or C++, if you only ever want to develop for windows systems then learn C#. I am surprised how many people still code in VB, but microsoft seem to have brought it back to life with .NET.
My first language (excluding pratting around with javascript and htm) was actually delphi but it was at school and we didnt really learn much it was more a case of here is delphi play around with it rather than learning to actually program.
After that i learnt java, from there c++ was nice and easy - since then i have coded in loads of different languages but definately feel java is a great language and gave me a good basis for learning other languages - plus all the comilers etc... are free.
I don't want diss VS.NET, infact i quite like it but if i were you i'd stay away from MS based languages such as... well anything ending in .NET or beginning in visual, while you are learning purely because VS.NET does a lot of the work for you and although you will get some nice looking and functioning apps you wont actually have learned to program, just how to write a program using VS.NET