Correct me if I'm wrong Ollie, but monel wire is used for big game fish. You won't find THAT kind of leader in WALMART! I mean BIG game fishing like Tuna, Marlin etc. My guess is to find a coastal sporting goods retailer (Not Cabella's) and order some. I'll have to get my father in Conneticut to get me some.
I too have been looking for a good foam cutting wire but have yet to find small enough stuff (.025 is the smallest so far...but WAY too big for me).
Ollie, thanks for suggesting monel. My father uses it on some of his deep trolling downrigger rigs for striped bass, so I know I can get that.
http://www.americanfishingwire.com/surfstrand.html
or
http://store.yahoo.com/tackle/malinleader.html