Have a look at Hello world programs in different programming languages.
A software language
The following quote, which was extracted on 1 March 2011 from the website http://www.sleconf.org/2011/ of "The International Conference on Software Language Engineering (SLE 2011)", serves as the approximation of a description: "The term “software language” comprises all sorts of artificial languages used in software development including general-purpose programming languages, domain-specific languages, modeling and meta-modeling languages, data models, and ontologies. Used in its broadest sense, examples include modeling languages such as UML-based and domain-specific modeling languages, business process modeling languages, and web application modeling languages. The term “software language” also comprises APIs and collections of design patterns that are implicitly defined languages."
An executable software artifact that solves a certain problem
According to a classic definition, a program is (Document:Principles of information systems) "a sequence of instructions written to perform a specified task with a computer". This style of definition is possibly too much focused on an imperative view of programming.
More intuitively, more inclusively, and shorter: a program is an executable software artifact that solves a certain problem (that is amenable to automation on a computer). For instance, a program may solve an algorithmic problem.
A program may count as a "small" software system or an (executable) software component. A "proper" software system or component typically comprises of multiple software artifacts that may be elements of different software languages, may or may not be elements of programming languages, may reside at different levels of abstraction, and may interact in various ways.
Strictly speaking, a program, as far as this term is used in practice, may very well also break down into multiple software artifacts because of, for example, modular programming. Thus, the line between programs and software systems or (executable) software components is somewhat blurred.
See the Hello world program for a very simple program.