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Small basic is where I started and its awesome instruction. I did it when I was 11 and loved it. http://smallbasic.com/ Definitely recommend that!
Scratch from MIT is a great resource for getting experience with the principles of programming in a fun way: http://scratch.mit.edu/
alex44 beat me to it. Scratch is great for teaching programming.
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A while back, java.com had stuff for kids.
My 8yr old started it the other day and liked it. It held her attention for about an hour and I think I can get her to continue.
a nice algorithm game:)