You can get the filler ingredient at a craft store like Michaels and make them yourself , I found directions on the internet. I wanted to respond quickly to you, I will look up the specific instructions and post them in a bit. Last year we went to several stores, like sporting goods, etc, could not find them. I just happened to find my first ones at a running store that had a street going out of business sale. Have never seen them in drugstores or anything.

***UPDATED***

THEY ARE POLYMER CRYSTALS INSIDE

http://www.ehow.com/how_7567963_make-cooling-neck-bands-headbands.html