You will need a piece of software called Microsoft visual basic. I have always used the express editions and have never had any problem code wise.
This software is what we call an IDE ( Integrated Development Environment ) and basically it does most of the work for you. All you have to do is design it and add the code and the software does the rest.
It uses something called a compiler to interpret the code into something that your computer understands and makes an executable file.
Here is the link to the software: http://www.microsoft.com/express/Downloads/#2008-Visual-Basic