I also think it depends on what area of programming you want to get into.
If it's games, then I doubt anything will beat DBPro as a good learning step, plus you've got a great forum here with people willing to help.
If it's business use, again I guess you could use DBPro and the BLUE DLL to assist you, but this would again only introduce you to basic programming techniques. Actually business programming is certainly not what DBPro is good at...!
I really wouldn't worry about Java, C++, .Net or anything else unless you've both learnt the fundamentals of programming (pure logic, forward planning, problem solving, having a tremendous amount of patience, etc) and of course if it's something that interests you.
Tywald is perfectly right, there is no right or wrong way, each language has it's own strengths and weaknesses, it's really up to you on which one you feel comfortable with.
HTH
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~ J ~