I just thought I'd play all the Diatonic modes of the Major scale in the SAME key for you to compare the sound of. Don't forget, in order to use or understand the modes, they MUST be memorised in ORDER! IT also helps alot to try and sing each scale when you listen to it because it helps your inner ear to hear things when they are coming out of the radio or off a cd for example.

1) Ionian (Major)
2) Dorian
3) Phrygian
4) Lydian
5) Mixolydian
6) Aeolian (Natural Minor)
7) Locrian

Have a listen. I've played them in order and they are ALL in the key of E. I also played an extra 2 scales, which are the Harmonic Minor (Scale 8) and the Phrygian Dominant (Scale 9)

http://www.box.net/shared/a1yuumxapd