MPS box might cause the FI light to come on. mine does. It doesn't hurt anything, clears as soon as you shut the bike off. I have a CO2 system, tank under the passenger seat. Filled up at the outdoor store, costs about $3. The tank is actually designed for a paintball gun I believe.
Ludicrous Speed (board member here) has an on-board compressor and tank, PM him he'll tell you all you want to know about that set up.
As far as buying one, I suggest checking the classifieds here, SH.org and psychobike for used stuff.