In the English channel, off the coast of Sussex. I learnt programming by doing it and then reading about it. I learnt sailing by reading about it and then doing it. This is because when programming it hurts less when you screw up, when sailing it's best to have a basic understanding of things before you set out so you're not a risk to yourself and others :)

The actual sailing bit isn't really very difficult. If you have a basic understanding of physics, you'll soon grok it. Navigation is a bit more involved, but not for a programmer, especially if you've done any GIS coding and remember your basic geometry. Oh, I also had to do a very simple radio exam.

Now picking the right boat, that is difficult as hell ;-)