The best way to do it is buy a sampler... such as a roland sp303 (which you can find fairly cheap, or get a 404 which is a bit more expensive)
then load the samples onto it and buy a cheap behringer midi foot controller and assign the samples you want to the different sounds, and someone can stomp on them when the time is right in the song.
That is the cheapest and easiest way to do it in style... unless you want to use a laptop or get someone else to do it.
CD is baaaad idea... would never work, especially if it had to be in time...
load it onto an ipod? so you play along in time to the ipod and it comes in with keyboards etc. when you want it to during the song.