Hey
Could someone please give me a name of a site that explains in depthly how to make your own computer program on windows me or could some very nice person explain it to me in extrem depth how to make your own program?

Much apperciated

It depends on what software you have got and what language you wish to program in.

A good beginner code to use is probably java or XNA. (Note: On XNA, you must download C# 2005 Express Edition first, before the XNA program).