What exactly is a sled and can you get it at any sporting goods store?
A sled is basically what it sounds like. Although, it usually has a place to put some weights and it doesn't have runners (the little skids on a snow sled).
Normally, you can't get them at a sporting goods store. Many people will make their own (an old tire with some wood covering the hole or a welded metal plate) that they pull with a rope.
Hope that helps,
Elitefts.com or newyorkbarbells.com
I built one with rrjc5488 and we took a big old tire, filled it with cement and let that dry around a stainless eye-hole screw with washers/bolts which anchored it.... our is freaking mamoth and with it's own weight plus the friction coefficient of rubber on cement(road) it's like 450lbs.