There are at least three kinds of protection for a recorded work that you purchase on CD.
The first is the rights of music & lyrics. For the good-old masters, that's all in the public domain. Yeah!
The second is the rights of the recording -- the orchestra or soloists playing. Typically, those rights have not yet expired, so you'd have to go to the right holder for the recording to get those rights.
The third, and sometimes overlooked right, is that of the physical media. The bits on the CD (as well as the song titles, CD art, etc) are covered by a specific, physical right. If you want to clone a disc, you would need to get the physical rights of the disc as well as the rights of the performers (and perhaps also the music & lyrics, if they're for stuff still under protection). And before you think you'll never clone a CD, if you rip the bits from a CD to a lossless format, someone may be able to claim that that's an infringement of the physical rights, if you use it outside of fair use.
So, the easiest way to avoid copyright problems with music, is to get ahold of the tablature for some old classical composition, and programming it into your own MIDI sequencer, with the appropriate instrument sounds. It won't sound as good as a live orchestra (even if you work hard at it and know what you're doing!) but it will probably be good enough. Note, of course, that the tablature itself is also under a separate copyright, similar to that of the physical rights of the CD, so you can't just find scans of tablature on the web, unless it's scans of published sheet music from 100 years ago...
If you don't have the skill or inclination to program the MIDI sequencer yourself, perhaps you can find someone who does, and who is willing to sign the rights of his work over to your game?
