If you want to make it yourself, loose hair can be bought of http://www.ragdolly.net/
don't get the super nice silky. I'd go for the mid-grade yaky I suppose if you're brave enough, you could go for the jumbo braid.. but I think it would be to difficult to work with.
Why low quality over high? Because the lover quality hair tends to be thicker, and the individual fibers are a bit kinked. This helps them hold together. Weft the hair together (I could dig you up links on how to do this if you can't find any though a search engine) and then sew it in a great big spiral onto the base. Now you can use hair spray, or hair cement, or wax or glue or peanut butter or whatever floats your boat to style this big poofy mess into your spikey style.
I hope this helps... There's no pic on your costumes bage, but I've got the sourcebook, so I'm just guessing by other lion clan pictures.