ladelfa, try searching "caltrop" on the General board, there have been some threads about these mysterious objects over the years: general consensus seems to be that you roast 'em like chestnuts, but other ideas have been suggested.
Where are you located? I've seen them at most Asian supermarkets, like 99 Ranch in San Gabriel, Shun Fat in Monterey Park, and at the Arcadia Supermarket in Arcadia.