You have to buy a block of 4096 MAC addresses (IAB = Individual Address Block)
or a block of 16M MAC addresses (OUI = Organizationally Unique Identifier,
also referred to as 'company id') from IEEE Registration Authority.
The current cost of an IAB is $550.00, the cost of an OUI is $1,650.00.
You can buy Eproms containing MAC addresses from: Maxim or Microchip.
You can set the "locally administered" bit to make your own MAC address (no guarantee of uniqueness, but pretty good odds if you don't do something dumb). Ref: Wikipedia
Universally administered and locally administered addresses are distinguished by setting the second least significant bit of the most significant byte of the address. If the bit is 0, the address is universally administered. If it is 1, the address is locally administered. The bit is 0 in all OUIs. For example, 02-00-00-00-00-01. The most significant byte is 02h. The binary is 00000010 and the second least significant bit is 1. Therefore, it is a locally administered address.