If you already know which program you want to learn, like Java, for example, search for "free Java online programming course" or similar on the Internet. This should reveal a list of tutorials on the topic.
Look at classes provided by such universities as the Massachusetts Institute of Technology and Open University. These are full courses offered through the universities, and their materials, coursework, assignments and exams are available online for you to use.
Select a class or tutorial that most closely matches your current level of computer skills. You may want to try several first before deciding on any particular course of study.
Look for a class or tutorial that offers online help in the form of an instructor you can contact via e-mail, as well as student forums or chat rooms.
Create a course schedule for yourself. Once you've chosen your class or tutorial, devote a certain amount of time each day to working on it. Being disciplined about your study will help you learn the material more fully and efficiently.