You will need a text editor to create program files. There are many text editors available free, but I am going to suggest that you try Sublime Text 2.
Download Sublime Text 2 (v. 2.0.2 at the time of this writing) for your computer (Windows or Mac OS X) and install it. We will start using it to create program files.
If you want to use emacs, another popular editor, try this link.