where you'd get those. looks fantastic

Same as Modshack:
http://www.srpracing.com/default.cfm

did you drill a hole? how did you install it?

Yes you will need to drill.
You have to remove the original covers, then mark hole locations by placing the new covers over the pedals.
I'd recommend getting some kind of short face drill like the one in the original thread. There is very limited space under the dash to move a full size drill around and it will make the job very tough.

don't those get a little slippery if your feet are wet (if it were raining) happens to me with the touring pedals, and those even have rubber on them.

Not so far... what you can't see very well is the raised area around the holes on the clutch and brake.
That area is rough like sand paper... you don't drive barefoot!