After four weeks of filler concerts, the CSO season ends with two of the most promising programs of the ear, both under the direction of Klaus Tennstedt, and both spotlighting Mahler. Yes, Mahler is a frequently heard composer here, but with what Tennstedt brings to these works, they take on a whole new sound and significance. When Tennstedt did his first Mahler First here some three seasons ago, he brought a new Viennese warmth to the CSO strings and a subtlety to the brass and winds--a far cry from the more bombastic Mahlerians we usually hear. This week's program spotlights the Mahler First, with the Strauss Oboe Concerto (with soloist Ray Still) as a prologue. Next week's concerts--the final of the season--pair the Mahler Fourth (with soprano Arleen Auger) with the Haydn Symphony no. 100, the Military. Today, 1:30 PM, Saturday, 8 PM, Tuesday, 7:30 PM, Thursday, 8 PM, next Friday, June 8, 1:30 PM, and next Saturday, June 9, 8 PM, Orchestra Hall, 220 S. Michigan; 435-6666 or 435-8122.