You do not need to get high to listen to Floyd. Floyd will make you high and here's how to get cosmic with it:
Set up the entire compilation either in album form or CD or MP3, but listen to it in order (as others have already said). Your stereo speakers should kick ass. Turn it up.
Get down on the floor. That's right, lay down on some very cool rug or in a bean bag chair. A bed may make you sleepy, so avoid that.
Put on the music with the lights off. And then call a friend who is doing the same thing.
Listen to the entire album together on the phone- oohing and aahing at some of the most transcendent moments. Get lost in the music as you listen and meet your friend there between the grooves. Notice how the phone becomes a toy gadget in your hand as you and your friend listen and gradually become cosmically blissed out of your minds.
When it's over, say goodbye to your friend quietly...you will hear their voice not as a separate voice, but as one with you. Take notice of that. Hell, I'm blasted just writing about it.