Try learning on notepad first, try not to use IDE's, its better to learn the code. There are several "free" books on the web that you can download for c++ or java.
Have you tried NetBeans?? You can graphically make the applet/gui of the program you are writing, it is a lot easier than just writing code. All you have to do is make it and add functionality to the buttons.
I started of my undergrad with biology but later switched to biophysics (which at my school it is pretty much a double major). You will certainly have a good biology background and will be able to do math.