You're definitely on the right track with recognizing the need for version control, but sound unsure what that might mean to you and your work. Once you learn the concepts behind version control systems, you will really come to appreciate them.
The concepts are simple: a source code control system is a piece of software designed to help you store and manage your code. How you get code into and out of it differ based on which system you choose: one paradigm is that you deliberately "check out" a file, make your changes to it, test it and make sure it's good, then check it back in. Another is that you simply save every change you make because disk space is dirt cheap, much cheaper than your time and effort spent to create the source in the first place.
Another important concept is the "baseline" or "label". When your product is in a ready-to-ship state, you tell the source code control system to create a "label" and tag every current item your entire source code base with that label. That way, when someone reports a bug in version 4.1 you can go to your system, request all the files with the "Version 4.1" label and get exactly the source code they're having a problem with.
Having a source control tool integrated with your development environment makes the whole process much easier than having to mess with command lines. (Don't discount command line because of their complexity, they deliver elegant control to an experienced user, and you eventually will become an experienced user.) But for now, I'd recommend a source code tool that can automate the process as much as possible.
Some things to consider: are you now, or are you planning to share the development with another developer? That might make a difference on how you want to set up a server. If you're developing alone on your own box, you can set it all up locally, but that's probably not the best approach for a team. (If you're unsure, git is very flexible in that arena.) Are you going to be storing large multimedia files, or just source code? Some source code systems are designed to efficiently store only text files, and will not handle movies, sounds or image files very well.
Something else to know is that most newer source control systems require some kind of "daemon" program running on the server (Subversion, git, Perforce, Microsoft Team Foundation Server) while the older, simpler systems just use the file system directly (Visual Source Safe, cvs) and don't require a server program.
If you don't want to learn much and your demands are low, the simpler solutions should suffice. Microsoft's Visual Source Safe used to come with their visual studio products, and was a very simple to use tool. It's not very robust, it's Microsoft-only, and it can't handle large files well, but it's very, very easy to set up and use. If you don't want to spend money, Subversion and git are two stellar open source solutions, and there is a lot of documentation for both on the web.
If you like to spend money, Perforce is considered an excellent choice for professional development teams (and I believe they have a free single-developer version.) If you really like to spend lots of money and want to make Bill Gates happy, Microsoft's Team Foundation Server is a complete software development lifecycle manager, is extremely easy to use in the Windows environment, and very powerful; but you'd probably want to devote an entire Windows server (plus SQL Server) instance to host it, and it will cost you several thousand dollars just on licenses. Unfortunately it is not the right tool for a one-man shop, or if you have no Windows admin experience.
If you have the budget or the connections, bringing in an experienced software engineer to help you get things started might be the quickest path to success. Otherwise, you'll have to do some more research to learn which systems best fit your situation.