Reddit mentions of Matlab: A Practical Introduction to Programming and Problem Solving

Matlab, you'll be using it all the time in ME. Download a copy of FreeMat (or buy/pirate MATLAB) and either read the help files or get a book to learn from. I used this book personally.

If you haven't learned a programming language before, take a stab at Python using Udacity's online courses. The intro course of Udacity has you build a search engine, so that should keep you interested.

Agree with the Matlab recommendation. Learning to programming in just about any language, however, will help you learn to break down problems into algorithms and actionable steps which will improve your ability to communicate about highly technical issues.

Note: Making effective use of Matlab in neuroscience requires you to develop two skills -- programming AND thinking in terms of matrix operations. In neuroscience, you are going to be analyzing huge sets of data. If you use a traditional language like Java, you have to loop through the data, looking individually at each data point, which can be very time consuming. In Matlab, you can perform the same operation in a fraction of the time using built-in matrix operations. They are not complicated or difficult to learn, you just have to know they are there. If you learn Matlab programming but never use matrix operations when working with large sets of data, you are wasting your time and may as well use Python or Java (and find yourself a nice book to read while your code is running because it will take forever).

I recommend looking here for a good primer on Matlab: http://www.mathworks.com/academia/student_center/tutorials/launchpad.html

Also, this book gives a gentle introduction to both programming and the use of matrix operations in Matlab:
http://www.amazon.com/books/dp/0123850819