classical sampler?

If you live in or near a metropolitan area, you should be able to pick up a classical radio station. It's free, the music is all high quality (though you may not like it all) and you will be exposed to a very wide variety of classical music. That is really the best and fastest way to learn about classical music. Beyond that, pick up a cheap set of Beethoven symphonies or piano concertos, Mozart piano concertos or anything by Brahms.

Brownsfan has a great point. The radio can be a great way to explore classical, especially if you have a public radio station w/o ads. If you live in the Bay Area, you're screwed in terms of classical radio- it's just awful. Most other major metropolitan areas, you'll find something.

Side note: Rachmaninoff is not a modern composer. He's towards the end of the Romantic, but still well entrenched in that tradition. Generally, unless you're talking about French Impressionism, the modern period is said to have started with Stravinsky's Rite of Spring. That might be a little much to start with- Rachmaninoff, Tchaikovsky, Brahms, Mozart, and Beethoven are are great choices. And how bout some Prokofiev? The Second Piano Concerto is just wonderful, as are most of the symphonies. The Fifth is the most famous, the Seventh is my favorite.

Use digital cable or satelite music stations thy list all info so you could take notes on what you like, plus useful info of history and such...get "The Planets" and "Rite of spring" both are awesome and very involving!

Rite of Spring is indeed awesome, but I'm not sure I'd reccomend it to a newbee, personally. Planets on the other hand... go for it. Check out Solti with Chicago.

Rite of spring is really progressive for sure, but if you like to check out what is basically a horror flick on a musical platform it is as good as it gets!