Choose several CDs to listen to which include good examples of classical music. Two prominent composers of the classical period were Mozart and Haydn.
Pick music from the romantic period and listen to several CDs that are representative of this period. Some of the most influential composers of this period include Schubert, Liszt, Mahler, Chopin, and Brahms.
Find a good site online where you can stream FM radio. These stations should include classical stations and specific genres within those stations, and this is a cheaper alternative to buying CDs or downloading songs.