They're called Psyllium Husks and you can get them from most Health Food Shops (make sure they're pure husks with nothing added though). Here's a good link to where you can get them and a bit of info about them.
Psyllium Husks Digestive Fibre - 300g tub
There are instructions for thickening your shakes or making porrige / thick soup with them on the forum somewhere but if you have trouble finding them, give me a shout