Ever heard of Harbor Freight? They have a website (no, I'm not affiliated with them, just an enthusiast) I don't know what the shipping would be to your location, though. I got a box of 50 hacksaw blades (cheap chinese ones) for about $3 US.
To the OP, you really don't need to see a guide to making lock picks out of hacksaw blades, just look at some pictures of lockpicks, and grind the saw blades as close as you can. With practice, you should be able to make some pretty decent picks. It does help to have some instruction, though.
Check out these threads for some tips
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Here's an interesting post on
another material that you can use to make picks.
viewtopic.php?t=21846