First up make sure you get and use some decent quality goggles or a flip down face shield
steel or alloy filings in the eye hurt, i can vouch for that,
im a panel beater fabricator and have had my eyes picked and scraped and even grinded by lots of different doctors and medical centres and hospitals in the last 25 years.
i use the proper safety gear and only had this happen again a month ago, so be careful!!
most big tool tool stores sell them, im not sure if bunnings do
also work out what you want to use it on, steel or aluminium, they have a few different types, steel, aluminium, wood etc etc. and cost from $10 ea up to $130+
if you use a steel one on alloy it will clog up really quick.
try and keep the drill fast enough to cut but not too fast that it grabs
and watch out you dont spin the burr too fast and have it grab in a pipe or head port etc
it can cause your die grinder or drill to whip around and fly out of your hands if you are not careful
dont port too far and go through the wall of what you are porting
and be prepared to clean up the mess afterwards, shavings filings and it will go every where too, a couple of meters each way. it gets into your shirt, hair, pants, shoes etc, and sticks to the soles of your shoes too, then when you walk inside on the carpet your mother, grandma, wife of whatever will freak at you.
anyway have fun,
this guy sells a couple of style, cheap too
Tungsten Carbide Burr Oval (1/4"Dia) E0610 FP | eBay
heres a few other ones too
carbide burrs | eBay
cheers, craig