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.
classical sampler?
I'd like to find some classical music, but don't know where to start. Instead of picking a composer ( I guess that's the right word) based on someone's suggestion, I'd like to find a good sampler cd / SACD that will give me a range of composers so I can find out what suites me. I mainly listen to rock and roll. So the heavier classic music would probably fit me better as opposed to the light jazz style if you know what I'm saying. Any help would be appreciated.