I ordered it online. I can't remember where! I got the company from a post here. Do a search for DE on here and you will get lots of posts with links in them. Make sure it is food grade. Or else it can be very harmful.
I would also be curious to see or hear about others dust bath set ups. I raked up and dug an area in the corner of the run, outlined it with rocks and mixed some DE in with the dirt and the chickens dug their own holes everywhere else. All they've done in my bath is walk over and poop on it.
My girls dug a pretty big hole and once a week i add a half a bucket of peat moss in the hole....they love it. Everyone's trying to get in that hole, it's really funny. they're even laying on top of one another.
Just sprinkle a little DE on wherever they dust bathe. You can make one out of sand, dirt, etc., or just sprinkle behind them wherever they are dust bathing this week (mine move them around.)
There are some threads about DE on the FAQ page in the index. Includes some online sources and how to tell the good stuff from the bad stuff.