You can pretty much pull off what you need in Game Maker 8 lite as far as I know. You won't be able to do co-op via the internet as that is also unavailable unless you pay for it.
All the restrictions Game Maker lite has, real programming libraries don't have. Image manipulation, sockets(online/internet),3d, external resources - you have open access to these if you choose to program using a real language and libraries.
I don't know what you mean by you "can't do it currently". Do you mean your hardware is bad? I can compile and run a SDL project on a 3 year old netbook running Windows XP with a 1.6ghz crappy Atom n270 processor and an Intel gma950with a grand total of 512 megs of ram. It also runs Visual Studio 2010 Professional without issues which is bizarre.
lazyfoo.net has great tutorials on sdl that are very simple to follow and he inadvertently teaches you the basics to a Zelda game: movement, scrolling, tiling, level editors, saving, etc.
You are free to use different IDEs as well. Code Blocks isn't too bad and Visual Studio is still free in the Express versions. Eclipse and NetBeans are decent as well. SDL takes literally less than 5 minutes to set up to start coding with.
There is also the C#/XNA direction I mentioned. That is as simple as downloading Visual C# 2010 Express or the entire Studio Express 2010, installing it, then downloading XNA 4.0 and installing it. It takes care of everything for you then you just start a new XNA project and everything is ready to do.
You could also look into other libraries such as SFML, Pygame (Python - which is super easy to learn) , DirectX, Slim DX, freeGLUT(openGL - cross platform), javascript with HTML5, Construct 2 (Free event-driven game creation software which exports projects to HTML5...not too bad for beginners), Monkey, Multimedia Fusion 2, and so on.
I can say that any library or game creation software made within the last couple years or so would be a better pick than RPG Maker as I saw mentioned earlier in the thread...Game Maker is leaps better than RPG Maker. Hell, even Flash is better.
Ultimately, the choice is upto you. Game Maker isn't bad but can quickly teach you bad habits that are hard to overcome when you actually move onto a real programming language(speaking from personal experiences
). You should really look into a language with libraries.
If I may ask, why can't you currently start that way?