A great beginner peice of software is fruity loops, and it's cheap as hell.
I usually use Acid since im all loop based for anything I do, and it's mainly remixing.
Ableton Live is good too, but it's more live based, as the name states for DJ's and Live Production.
Protools is the best software overall, but it's MAC only
Cakewalk Sonar, Reason and Logic 6 are another 3 great, the top 3 for windows, but they are more complex.