Does anyone know where I can download some classical music albums from artists like Mozart or Beethoven?

Try this.



http://www.classicat.net/

there is also this and this.

My favourite is http://www.arkivmusic.com/classical/main.jsp
Tons of great stuff including inexpensive Naxos CDs.
Good, clean site. Simple ordering procedure. And excellent help if you're looking for things you can't find.