Sequencer
Most sequencers are the same so I recommend get demo versions of each one and seeing which set up you like. Also just a note if you are going to do a lot with audio loops I recommend checking out Acid Pro by Sony. If you are new to making music and just want to test it out before buying a bunch of software I recommend checking out FL Studios. Fl Studios has an unlimited demo along with shipping with some VST Instruments and effects. You can get it at http://www.flstudio.com/.
Making Indie Games
Audio
Shake that thang!!! This is the section that is for all of you music lovers.
Quick Links
Learn How to Make Computer Music
This guide focuses on making computer music or music for video games. If you want to be in a Rock Band this guide won't help you unless you need a synth player. Also if your in a Rock Band the best of luck to you!!!
Music Software
Before you start making any music you are going to have to get some software. There are three different types of software you need to start making music. The first and most important is the sequencer. The sequencer is the software that manages your audio and midi tracks. The second is the VST Instrument or Synth that plays a patch when a note is pressed. The third is VST Effects. To start making music you don't really have the best VST Instruments or Effects so the demo ones that come with your software should be good enough for the moment.


Get a Midi Keyboard
The last thing I can recommend is get a Midi Keyboard preferably with a MIDI Controller. A keyboard will allow you to to have a much deeper understanding of music compared to entering notes with the mouse. I also like having the keyboard incase I get stuck. I can just play out on my keyboard until I hear something I like. If you are looking for a cheap durable keyboard get a M-Audio keyboard. M-Audio keyboards are also MIDI Controlers which are great for messing with synths and effects.