It breaks the audio frequency up into low, mid, and high range.   Thus the various broken up frequencies would go to different types of speakers specificly tweaked to operate at that range.  Like tweeters and woofers for example.

I would have picked Radioshack as my first place to find one but you could probably find one at most larger audio shops like circuit city or something.

Also.....

There are different types.  The standard crossover is usually built into the average larger speaker.  The other type is an active crossover which is is a separate elecronic unit.

3 possible ways to handle this....

1) Buy a crossover.  I have no idea what they will cost.  An active unit will most likely cost you a bit though.

2) Go to the local flea market, find an old large speaker that contains the tweeter/mid/woofer.  Spend the $10 or so.  Crack it open, cut the darn wires to each speaker.  The input will be the jack/clips that are normally on the back of the speaker.  The outputs will be the sets of wires that would normally go to each speaker.  NO GUARANTEE THOUGH...some speakers are cheapo and may not even have the crossover in them.

3) Find a crossover design on the web and build your own.