to use css in XHTML you can do it three ways:

inline - <p style="color:red;">copy</p>

in the same file:
<style type="text/css">
p{
color:red;
}
</style>

or in a seperate linked file:
<link href="style.css" rel="stylesheet" type="text/css" />

What sort of program are you looking for? if you are looking for a wysiwyg editor, don't go with front page, it does not make code that meets standards (in fact the code is horrible, and impossible to maintain). I recommend, especially if you are learning, to do the code by hand using a text editor. There are several out there that do code highlighting and code completion that will help you, just search on http://www.sourceforge.net/ or http://www.download.com/

Microsoft Frontpage 2003 will handle all that for you.