Interesting info so far, thanks :)
I have taken an intro to programming course a long time ago using Java, but I'm hardly even capable in it (the most "advanced" things we did were creating tic tac toe programs and such). I suppose I will try to get into a summer course in C++ then.
As far as Matlab goes, I have no experience with it right now, but will be taking a mathematical computing course and a course in "visualization in multivariate calc", both of which use matlab. A couple other courses might use matlab as well (or possibly mathematica or maple). I should also gain some experience with a stats program via a mathematical statistics course, and I also know that a nonlinear optimization course I'll be taking uses computers heavily (though I'm not sure what sort of program).
How important is statistics software in finance, both at the PhD level and the financial engineering masters degree level?
Thank you guys very much for the info so far :)