Trying to create first iPhone app, use Interface Builder or Xcode first?

I'm trying to create my first iPhone App, do I start with Interface Builder or Xcode first? And how do I link the two together?

It's not really that simple -- you'll be working with both. Interface Builder is used to design the GUI (graphical user interface, which consists of the windows and buttons and text fields and so forth, the parts of the application that your user interacts with). Xcode, on the other hand, is used to write the code that tells that GUI what it's supposed to do, and how to do it. So, to answer your question as best I can -- generally, I would imagine you would want to start by creating the basic form of your GUI in Interface Builder and then start coding where appropriate in Xcode, then you'll move back and forth between the two (Xcode and Interface Builder) as needed.
If you're new to programming and want to start with iPhone apps, I recommend picking up a book on the topic (Apress publishing has a book called "Beginning iPhone 3 Development: Exploring the iPhone SDK" that is a good one, and don't forget to take advantage of Apple's iOS Dev Center, which has lots of good documentation on most any topic that will be helpful in supplementing the information in the book you buy -- click [here|http://developer.apple.com/iphone/index.action] to go there).
Keep in mind, however, that trying to learn to program iPhone apps will be difficult (to say the least) if you don't already know Objective-C, and the Apress book I recommended above will not be easy to follow without understanding Objective-C first. Objective-C an object-oriented extension of C, and it is the programming language that is used to develop iOS apps (apps for the iPhone, iPod touch, or iPad). I would definitely recommend learning Objective-C on the Mac before jumping in to iPhone development in specific. Apress has another book called "Learn Objective-C on the Mac" that I would recommend for this.
Furthermore, since Objective-C is an extension of C, you won't have an easy time learning it without a prior understanding of the C programming language. Again, Apress has a book for this, called "Learn C on the Mac."
Put simply, learning to program for the iPhone is not something that comes overnight -- it's a step-by-step process that takes patience, and you have to be willing to go through these steps if you want to learn to program properly for the iPhone.
Step 1 -- learn the C programming language
Step 2 -- learn the Objective-C programming language
Step 3 -- apply your knowledge to developing for iOS (iPhone's operating system) with the Cocoa Touch framework
Anyways, that's just my advice -- I definitely recommend taking the time to do it right and not jumping straight into the deep end, but in the end only you know what works best for you. Also, like I said, I definitely think investing in a book on the subject is worth the time and money, so let me know if you want any other recommendations for books beyond the ones listed above.
Hope this was helpful to you, and best of luck with your journey toward programming for iOS.

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