welcome to the forum
you should be able to drag and drop wav files - and other music files ie mp3 aiff etc - directly into ableton
first move the files from the cd onto your computer and then from there drag and drop either from the folder or by navigating through the live browser on the left of the ableton screen view - click on the arrow below the "tap" button on the top left of the session or arrangement view - or use alt-cmd-b (for mac) as a keyboard shortcut to open or close this
might be a good idea for you to list what platform or equipment you are using so that people can see if they can help
hope this is what you need
That's what I thought at first place...drag and drop but I would prefer a more permanent way...like the soundswithih the libary...instead...and not drag and drop any time I want a sample! About the equipment I have not a professional one yet! Windows Vista Home Premium 32bit, Pentium 4, 2Gbs RAM, Core Duo-Desktop (later I will buy and a laptop)...