"I sense I need something more than my computer to start, right?"
Not necessarily, but you didn't give too much info on what all you want to do.
But I know where you're coming from, for now just to get started a USB cable will suffice if you have some sounds on the computer. Plug the USB cable in and go to the Save/Load screen and press USB/Mount. (not looking at MPC now but it's on one of those two screens).
As long as the CF card is in the slot the MPC will show as removable storage on Windows or OS X in Explorer or Finder respectively. Then you can drag folder of 16 bit 44khz WAVS to the CF card.
To sample to the MPC's analog inputs you'll need something with 1/4" output(s). This could be a variety of things. Maybe it's a turntable and you use RCA to 1/4" adapter plugs. (Turntable would have to be grounded to a mixer or home stereo and go through a pre-amp. The mixer or receiver in a stereo act as a pre-amp in those cases. A USB turntable can avoid needing those things)
There's 1/8" headphone cables the end in 1/4" jacks that could be used for TV's, radios, phones laptop outputs, whatever.
So record some samples or load some with the CF card are the two easiest ways to get started.
I'm feeling generous tonight and have like 90+ MPC PGM's sitting on my desktop. DL, unzip and copy to the CF over USB. Navigate to the folders and load the PGM file with samples when prompted. Or you could just load the whole folder. In some cases there's a MIDI file in the folder that will load when the whole folder is loaded. On the main screen just change to a new sequence to not use that pattern.
http://www.mediafire.com/?fsj4t6j8cdbu3tbI'm just posting all that so you can dive right in. Go ahead and ask any further questions about audio interfaces, recording software, MPC utility apps for computer.
And don't miss the banner ads here on the site, they sell PDF tutorials and sample sets that are top notch.
And what MaZe said, have the manual open at all times. It will accelerate the process 10-100x.