Hi and welcome to the forum.

It's not so straight forward as that unfortunately, the first thing you'll need to do before you start to write a game is to learn the basics of programming.
I think C++ is a good idea, some people would say to learn a variation of basic first of all but I disagree. C++ is Object orientated which means that you can use it to create certain objects and attribute characteristics to them so that they can be re-used many times over in a game. Most (but not all) versions of basic are structured with functions etc and are not as flexible.
You will need a development package for C++, lots of people here have installed M$ visual studio (it's a free, but very large download), there is a guide for doing this in our C/C++/C# forum. You could also use DEVC by bloodshed which is a lot smaller to download but arguably an inferior development environment.
I'd reccomend that after you have C++ installed that you write some programs, get a good beginners book like "teach yourself C++ in 21 days". This will show you how to write simple programs and once you have that grounding you can look at what is involved in getting your programs to run on your X-Box, which I'd guess is an easier platform to develop for than your Playstation. I don't know for sure because I am a PC demo programmer, there are guys here that are heavily into development on the consoles though so you should get plenty of help.