Do you mean you need an external hard drive so you can copy the Support Software from Boot Camp Assistant to Windows?
Probably the cheapest route is to buy a USB Flash drive, around 2GB in size. Maplins will certainly do them, though I'd recommend you go somewhere else if I were you: my experience of Maplins is that the quality of their products is poor, whilst being simultaneously overpriced!
Try Currys, PC World, Dixons, or an independent computer retailer. Try not to spend more than a tenner. If you can wait, you'll get better service, quality and prices on Amazon. For £3.22 including p&p you get a 4GB Transcend USB Flash drive. By no means the best, but it'll do the trick. 🙂
Oh, and you have Mountain Lion, not Lion. Lion was the previous version of OS X, and is incompatible with your particular Mac.
HTH. 🙂