If you are using an ink jet printer, then you can use plain Transparency Film. Such as
this.
If you will be using a laser printer, then you will have to use a Transparency Film that is for a laser printer. If not, it will melt.
If you did not want to buy a whole pack of this stuff, then you could do the Photoshop work at home and save it to a disk. Then take it up to a print shop or even a Staples, Office Max or Office Depot and ask that the image on the disk be printed to a transparency. Done!
I know that auiotour used some different stuff to do his, I think. He had to get if from a print shop and had them print it for him. Maybe he can chime in and correct me if need be.