The most important tool you need for hdl programming are a good introductory text for which I always recommend a search on the Hamburg vhdl archive,look for the vhdl cookbook, and secondly you need a decent simulation tool and for that I recommend modelsim which is now the industry standard and can be downloaded for free from the xilinx website and includes the VITAL srandard libraries which you wil eventually need.
Modelsim is a good way to start to learn as it is fast and can be used for anything from modelloing an and gate to verifying 64 bit microprocessors,it has been used by ibm to verify their latest 64 bit monster.
As for programming the actual tools you need a tool which can handle industry standard bdsl files generated by most fitters.