There are always people willing to share for example against empty CD-Rs and postage. There are forums outthere where you can start collecting even if you don't have anything to trade.

When I started CD writers didn't reach a wider public yet so I bought some bootlegs at CD-fairs for example. So I had something to trade when CD writers reached a wider public. I haven't payed for bootlegs for years now, everything works with trading.