I promised someone on here that I'd post this for a child interested in learning programming. This was recommended by one of the DYS mentors as the best place to start.
http://www.sonic.net/~nbs/webturtle/
My son says roblox.com is good too because it is also a multi-player game. The site says kids learn engineering, design, science and programming while playing.
I have been using "Alice" for object oriented programming. It is recommended for Middle School and up. The download is free and you can order the book or join the group. This builds environments, teaches programming at the same time, and you can even build a person (like SIMS).
alice.org
We like Scratch. Very easy to use. Perfect for young kids.
http://scratch.mit.edu/