Ghee is mainly used in indian cooking and you can buy it in stores where they sell food and ingredients for foreign countries.
But I prefer to do my own, then I know what I get.
I found a good food blog where it is described how to do Ghee.
The best of all is that Ghee dosen't content milkprotein or casein wich actually is not so good for humans.
But also on Youtube, you can find many filmclips on how to cook Ghee, like this:
Just one very important warning:
BE CAREFUL - HOT OIL IS VERY HOT AND CAN START TO BURN! NEVER LEAVE IT UNATTENDED!!