I wrote an article for the music production blog Sonic Scoop about sampling hardware instruments into your DAW.  Check it out here.  There's also a tutorial video to accompany it.  I use the amazing Synthboy by Ninstruments to demonstrate.  Synthboy is such an awesome piece of hardware that uses the soundcard of a Nintendo Gameboy, definitely worth the price of admission.  Read it here!  While you are at Sonic Scoop, check out some of the other articles I've written in the past!  Enjoy :)