Container: A trail jar.
Or something deep enough to fit the hydrometer in but narrow enough not to waste loads of wort. Or just float it in the container it's in.
Don't forget to adjust for temperature.
if your short on the basic and need I injection of knowledge then a look at www.howtobrew.com will do wonders.
But any emergency questions then you've already found the quickest way. Just ask.
Bonehead that I am, I didn't know about the wine thief until after my first batch, but a simple approach I used on my first batch was to dip a siphon tube (sanitized of course) into the carboy, put my thumb on the other end and pull out a sample. I used the hydrometer case as a sample tube.