I learned about sampling the hard way with my SB AWE32 that I upped to 8mb ram
using the aforementioned Vienna soft working in a Pentium 166 MMX 'puter.
The thing about playing samples across the keyboard is that playing the sample higher will make it play faster and playing lower will make it slower. Most pitch transposition algorithms follow the tape machine analogy to pitch up or down a sample. This can be disconcerting if your sample is a drum loop. Even the old Casio SK-1 sampling keyboard 'suffered' from this problem. You will find, however, that drum 'n bass mostly relies on this little quirk (even the Powerpuff Girls theme uses a speeded up drum loop).
Other algorithms can maintain the sample length by 'cloning' a number of wave cycles in the sample as the pitch gets higher (or removing cycles when pitching down). If you've used SF Acid and pitched a sample up or down, that's the same principle. At certain transpositions, the sample becomes very unnatural because of the number of inserted 'cloned' cycles.
Another difficult part of sampling is looping. All sounds have an ADSR (attack-decay-sustain-release) envelope. If you were to check the raw samples in a synth, you will find most samples rarely exceed 1 or 2 seconds. So, to make a piano sample sound like a real piano, they loop a portion of the sample for the sustain portion of the envelope. With clever use of the amp envelope, the sample can be made to 'die down' when you hold down a key for a long time. If you listen closely, you can hear the loop points on some samples in some keyboards; the really cheap keyboards are especially guilty of this.
Lastly, you will need something that can play back a sample. Hardware can start from a Casio SK series keyboard to rackmount samplers. Even the Triton and Roland V-Synth can sample. I have an Alesis QS6 with which I can fly samples into, but it requires the use of a ram card and the only card available at the time was 256 kb!
For software, like I said, you can start with soundfonts and Vienna, or go up to Halion, Kontakt, Vsampler, Gigastudio, etc. - so much to choose from.