I pieced together mine on my own.
I got the kegs from
Adventures in homebrewing for 15 bucks a piece. You may as well get at LEAST 2.
They also have a system similar to the one you linked.
I got the parts from
Micromatic
Depending on what you're converting, you're going to need either a shank or tower set-up. I'd stay away from the cobra tap. You'd have to open your frige every time you wanted to pour and that's a PITA.
Before you buy a tank, check with the local gas places to see what they have. Usually, you can just put a deposit on a tank and keep returning it for a full one. That way, there is no waiting to get filled and you don't have to worry about your tank getting old and needing to get tested.
Also, buy a splitter for your air line so you can force carb one keg while drinking another