This innovative practice full paper presents a report that describes an active learning experience with undergraduate freshmen from a Computer Engineering program in an introductory programming course using a Problem-Based Learning (PBL) approach. Programming is complex for many students and solutions such as the use of active learning methodologies have been addressed over the years. Since its creation, our Computer Engineering program uses PBL as a fundamental building block of its curriculum, and the CS1 course fully adopts this approach. This paper reports the planning, execution and analysis of our experience of teaching programming in CS1 using PBL. The main lessons learned were: building step-by-step examples helps the learning process; student participation happens in different ways in lectures and in the PBL sessions; the PBL tutorial brings relevance to the lectures; there must be a careful design of the PBL problems; the PBL approach works on technical, personal and interpersonal skills; and the lectures should be one step behind the PBL sessions.