http://www.amazon.com/Unlocking-Clubhouse-Computing-Jane-Mar...
They did a survey of CS students to find out their first experiences. They provide specific quotes in the book, but the gist of it was that men usually were given a computer (or everyone felt that the family computer was "theirs") and they began to tinker around immediately, whether that be with programming or taking it apart. The women's first experiences tended to involve watching a male family member work on the computer.
byoung2's comments follows the typical male answer and mine follows the typical female answer. I watched my 2 uncles and uncle-in-law in the computer since they had jobs in tech. Then my grandfather gave my mom and me a computer and showed us how to use it. I mostly just played on it and used programs until high school were I was "formally introduced" to programming.
http://www.amazon.com/Unlocking-Clubhouse-Computing-Jane-Mar...
It's not an alpha male thing, though that's some of it. It's a socialization thing. Guys had more exposure before college, are more likely to learn the material on their own rather than in a group (how women usually prefer to learn), and so appear to be far more competent earlier. Girls who make it over that initial hump do as well or better, but not many do, because there's not a lot of interest in helping them through it.
http://www.amazon.com/Unlocking-Clubhouse-Computing-Jane-Mar... is a pretty good academic references, with plenty of examples of parents who actually do do this (teach sons and not daughters), hard research, and practical solutions. luckily it actually isn't that hard to start on the path to fix for those who bother to find it an issue (CMU and MIT among them).