I'm going to be using a bunch of acronyms and technical terms in my posts here, and it seems like a good idea to offer a central place to define them. While I do intend to at least give a minimal explanation when I first introduce a term, I can't be sure that's where you're starting.
DOS - DOS stands for "Disk Operating System" and it's what we had on our personal computers before there was ever such a thing as Windows. It's a basic text screen where you can type commands and have the computer tell you the result of those commands.
IDE - Integrated Development Environment. This is a program in which developers spend a lot of time. It will offer editors for source code, XML, HTML, and usually a lot of other file formats, and provide easy access to compiling, debugging, and many of the other day-to-day stuff we need to do. The productivity gains from using an IDE are significant, so go ahead and get one. I don't care which one, none of them pays me and I do not have any current intention of writing environment-specific tutorials.
Syntax - This is the structure of a language. In this case, a computer language. It includes all the rules about what the commands are, what kind of punctuation you have to use, and everything else needed to make it so that the computer can actually understand what you've written and do something with it. Learning to program in a language starts with learning syntax, and grows from there.