I've heard that if a group of people control most of the coins, or transactions, whatever... they could change the bitcoin program, steal etc. How much of this is true and what is the chance that it happens?
First of all, what you have written above doesn't actually make any sense.
I believe you are either referring to a group of people controlling a majority of nodes or a majority of miners.
Ultimately if you are asking that, you are asking a very complex question that has many different parts that
each need their own explanation. For the sake of not getting into every detail, I would advise you not to worry
since in order to do any real damage it would take the effort of tens of millions (if not hundreds of millions) of
dollars and a massive coordinated attack of which would be on the scale of a government attack.
But if your question is more simple, then a group:
1. controlling most coins doesn't do or mean anything.
2. controlling most transactions doesn't do or mean anything.
3. can not change the "Bitcoin program".
4. can not steal bitcoins from the "Bitcoin program".
But, a group could steal your bitcoins if you do not protect your privatekeys and your computer from malware/viruses.