mm23t,
I get mine at http://www.mcmaster.com/ Look up lead foil tape. Or Item #76315A61, or catalog page #3201. You'll have to soak the adheasive off the back with Acetone or lacquer thinner, but it's not a big deal. Keep in mind that this is dangerous stuff. No eating or drinking or smoking while you are using it and clean up your self and your work area after you use it. Don't use power sanders (Dremels) on it without some sort of particle mask. As long as you're careful, it's a wonderful modelling medium.
Paint it like you would any other metal surface.