yeah wal-mart carries them, that's where I got mine but on the website they don't show little things like that because usually people aren't going to order a y-splitter over the internet.
But anyways their like $1.00 a peice and are in a " Y " shape, you will find them in the light bulb section of the store. You simply screw in the y adaptor and then screw the light bulbs in the adapter
You can find these at ALMOST any hardware store, Lowes, Wal-mart, Home Depot
Peace
K-town