I'd suggest you rather check a real computer store. /ubbthreads/images/graemlins/grin.gif Radio Shack isn't big on carrying tubes of thermal compound, period, much less ones that cost $5-10 for a 2.5g tube.
Or, you could just get them from the Sandwich Shoppe, as 3rd_Shift suggested. It's Arctic Silver Alumina or Ceramique that you're looking for, ja?