I want to implement distributed association rule mining algorithms on either or both but don't know much about programming in grid or cloud environment.
I suggest to read this article: http://arxiv.org/ftp/arxiv/papers/0901/0901.0131.pdf
First start with cluster computing, say using PBS software. Create application made of parallel batch jobs and execute it on the cluster of nodes. It is not compulsory to use Grid. For your problem, cluster would suffice. However, if you want to test Grid concepts, then you should additionally install Globus with GRAM connector to PBS. You may find instructions on www.globus.org.
In Cloud computing, traditional programs/software/applications run inside virtual machine. So there is no difference in that sense. However, if you want to write programs/software for managing system activities of Cloud computing, then you need to start from understanding of raw-level socket programming, through a long path, to virtulization and cloud computing.
I suggest some articles:
http://www.nsa.gov/research/_files/publications/cloud_computing_overview.pdf
http://airccse.org/journal/ijccsa/papers/2412ijccsa01.pdf
http://www.few.vu.nl/~kgr700/cloud%20computing%20and%20emerging%20it%20platforms.pdf
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