A sample refers to a value or set of values at a point in time and/or space. The defining point of a sample is that it is a chosen value out of a continuous signal. The sample need not be discrete or digital (a common misunderstanding).
A theoretical sampler multiplies a continuous signal with a Dirac comb. This multiplication "picks out" values but the result is still a continuous function; just zero at non-sampling locations. If this signal is then discretized (i.e., converted into a sequence) and quantized along all dimensions it becomes a discrete signal.
Sampling is also possible with tape loops or with vinyl records on a phonograph.
Ironically, the sample in question had been so distorted as to be virtually unrecognisable, and SAW didn't realize their record had been used until they heard co-producer Dave Dorrell mention it in a radio interview.
In the user interface of application software, samples are often used as startup sounds which are heard in conjunction with a splash screen or as audio cues to alert the user to events such as the receipt of email or the recording of a transaction, for example.
Digitalsampling, PCMsampling, or just sampling is the process of representing a signal waveform as a series of numbers which represent the measurement of the sound's amplitude, taken at regular intervals.
Sampling produces a series of values which may be represented in various ways - the output from the process can be a series of analog pulses (Pulse-height modulation) or a series of fixed amplitude pulses (Pulse position modulation or Pulse-width modulation.
In digitalsampling, the accuracy of the resulting waveform is also affected by the stepwise nature of the digitising process, resulting in what is referred to as 'Quantisation error.