Well as a computer science university student, I can tell you my experience of learning web programming:
First you have to learn C++ that every programmer have learnt. You can learn some syntax from C++. Later when you learn web programming for example PHP you can easy pick PHP up.
HTML is a must in web programming. I learn CSS and Javascript in my web programming course.
Then we have to learn database for example MySQL . We have to learn the concept of database management systems and the SQL commands.
I've also learnt dreamweaver fireworks and flash for web design. You can first try it in web design because when you do it, you can learn coding in its code behind pages in dreamweaver. Nowadays companies require web programmers to learn dreamweaver, flash
My suggestion is that you can study those certificate programmes offered by the continuing education for example HKU SPACE, CUHK SCS. Their teachings are professional although it's not cheap.