Stock trading question?

If you buy shares in a stock with say, zecco.com, and you day trade it what kind of taxes do you get charged? Zecco says they cannot withhold taxes and remit them to the IRS and to contact another broker. I am new to investing so I am learning a lot. Say you buy x amount of stock ABC and then you sell it at a loss, are you also taxed on whatever you sell even though you don't have any gains? So it's like a double loss since you lost to begin with, then you lose more to taxes? Alright now suppose you don't buy/sell ABC on the same day, but within a couple days or a week or two, does the taxing change? I am just trying to gauge the taxation so when I cash out I can put estimated taxes aside so next year at tax time when it's time to pay the Man, I can pay the Man and not have to worry about coming up with thousands of dollars in taxes.