Just a side note if you're playing in your mate's forest - make sure that it's all ok as far as land owners/public walkways go. Probably wouldn't hurt to give the local autorities a bell to say that you'll be playing paintball on private land. That way, if someone sees you, they'll have a warning that says "these people will be playing paintball at x time and y place," and won't (or shouldn't) rock up with an armed response team.
As far as paintballs themselves go, give one of the sponsors at the top of the page a bell. most of em provide paint
If you ask, they should be able to provide a load of bubble-wrapped paint. (at bit higher shipping cost)