I picked up some Lithium grease in the auto section of the hardware store...you should be able to find some easily. As for the install, the TWM shifter came with pretty detailed instructions. If you don't have any, let me know and I can even give you mine. I ended up making my dealer install it for me cause I knew they'd do a better job anyways. It just came down to them having the right tools and time. You don't want to mess anything up with ur linkage and stuff.
Took me 20 minutes to install mine, and trusting a dealer/shop to do something is a bad idea, if they fuck it up it's your problem.
Use my guide, it's very easy. Use some Lithium Grease, I have a tube of it that I use for door hinges, shift linkages, ETC.
You can buy it from wal mart for like $2. Also, it took me 20 minutes b/c I've done this 7-8 times, it shouldn't take you more than 1 hour with simple hand tools.