Let's begin by defining a computer program. By general definition, a computer program is a collection of instructions that enables a computer to perform a certain task. Irrespective of the programming language, all programs are translated into machine code prior to being executed.
The Operating System (OS) is the first and most important program that loads on your computer. Without the OS no other programs would run as all other programs are designed to run on top of the OS. All Operating Systems are highly optimised, complex programs that your average programmer would never even attempt to program. Some operating systems, such as Linux, are customisable whilst others, such as Windows Vista & Windows XP, are completely locked down by the software publisher.
Once you have your OS up and running, you will need a suitable application to perform the task at hand. If you want to write a letter, you can purchase a word processor. If you need to do some accounting, then you can purchase a spreadsheet or accounting program. If you need to browse the internet, you simply open your internet browser (bundled with most operating systems). What happens if you need your computer to perform a function for which there is no program available to do it? Well, you are going to need to either pay somebody to write a program for you to perform that task or better still, learn some basic programming skills and write your own computer program.
Don't be daunted by the prospect of having to learn a computer programming language. There are literally millions of free resources to help you, available on the internet, public forums, and on other websites. If you can't find it on the internet, then visit your local book shop - they normally devote entire sections to computer programming. There are idiot guides for nearly every computer programming language.
Also remember that programs don't have to consist of millions of lines of code. In fact, with programming, smaller is better. High level computer programming languages, such as MS Visual Basic, enable fully functional programs to be written with literally a few lines of code.