MIT offers FREE online courses
http://ocw.mit.edu/OcwWeb/web/course...sandPhilosophy
ofcourse they are non-credited courses but nonetheless they are great introductions to philosophy.
The Problems of Philosophy course is a great place to start.
Definitely start w/ the Pre-Socratics, then I would suggest Socrates and Plato's Republic ( Allegory of the Cave, Philosopher King, Ring of Gyges, 3 Waves )
Anselm's Ontological Argument is essential.
Descartes' Meditations
Dostoyevski's Crime and Punishment
NIETZSCHE...Thus Spoke Zarathustra is his masterpiece!
after you start to absorb the above mentioned, philosophy will begin to communicate its own objectives within your core...at least it did with me!
at that point you will know exactly where to venture next.
hopefully I was able to help
JMW