At some stage you will need to learn about DirectX and/or OpenGL in order to do any serious game programming. But if you don't know any programming languages then there's no way that you are going to understand those technologies.
Get a C/C++ compiler (Visual Express C++ is free and very good) and learn at least the basics of C, and be comfortable writing a few simple programs, before delving too much into other subjects.
C and/or C++ are the best languages to use as they are the "natural" languages that Windows (or, indeed, Linux) is written in and their use makes it easier to access the facilities that the OS offers. This is particularly true when performance is important, which is normally the case with games programming.
Good luck, and have fun - that's what it's all about.