Yup, did it myself. You can go to a salon and have them put it in, but it's about $2.50 a strand...considering you need several strands, it can be $20+
If put in right and properly cared for, it can last up to 6 weeks (though I'm taking mine out at the end of the month and switching to silver/blue for January)
Shampoo, blow dry, even curl or flat-iron on medium heat (most tinsels are resistant up to 350-400F). Don't use a fine tooth comb, but picks and most brushes are okay if you don't tug too hard when you feel the little knot of the tinsel.
I bought mine on Ebay for $5
I learned by searching for videos in a Google search "Hair tinsel tutorial". It's pretty easy. Just tie the tinsel in a slip-knot, pull a few strands of hair through the slip-knot, then tie tinsel and hair together in a couple regular knots (if you want it to last. If you're only going to wear it for a weekend or day, just a slip knot and one more knot will be enough...then you can just tug it out when you're done).
Apparently Beyonce made this popular. I learned about it through a work assignment - had to write an article about hair tinsel. Figured I'd try it!