Don't know about Walmart. Leslies has them (local stores and online). I would guess any pool store has them. I take out the "lifting stick", put in the skimmer sock then put the stick back into the skimmer. This helps lock the sock in place, but I've never had one come out yet.

I think these are better than nylons, they have a pretty dense and soft mesh that really seems to grab onto pollen and fine dirt.