Not necessarily another program.. unless u have too much cash lying around. There are web development software like Dreamweaver out there (from Macromedia.com), but I'd never recommend u get it if u're new.
For starters, u can just visit other people's web pages. In Windows, right click ur mouse and choose "view source". That'll show you how the page's structured. What you'll probably see is a page full of HTML, CSS, and or scripts.
Start with html and css first. Go to w3shools.com, read other people's codes, and experiment. The only tool u need for now is the windows notepad and a browser (get mozilla firefox at mozilla.org).