What's a math major to do?
mbrubeck: No, don't lower your expectations.  If you want to get into programming, you can.  It's not clear how much you've done already, but what you don't know you can teach yourself.  First, start some programming projects on your own or contribute to existing free software projects.  That'll force you to learn most of the practical skills you need.  If you want jobs where you get to work on interesting problems, you should start learning computer science theory too.  With your background you should find it fairly easy to pick up much of an undergraduate CS education from a few good books.  (In your position I'd start with SICP, which is available online with video lectures by the authors at MIT OpenCourseWare.)Even before that, you can apply for entry-level software development jobs.  Companies that hire new graduates don't really expect them to have useful real-world experience.  (It's a big plus if they do, but it's not necessary.)  If you can learn basic data structures and algorithms, for example, you might well qualify as a college hire at a big shop like Google/Amazon/Yahoo/Microsoft that has the resources to hire a lot of junior programmers and train them on the job.  And use your friends, professors, and alumni network to find companies that could use a good undergrad math student - these are rarer but they do exist.  [Update: mga mentioned the financial sector, which is a great idea too.  I was a joint math/CS major, and some of my math friends went straight from college to companies like Fair Isaac (FICO).]You will need more experience before you can explore certain opportunities - an undergrad math degree doesn't open many doors by itself - but you should try to get that experience working in development, not in IT.  Or if you're serious about working on research problems, also consider applying to grad schools in either math or CS.