It's called 'Message-in-a-Cookie Cutter' and you can get them from Williams-Sonoma. According to the website it comes with three cutters, seven premade words (Welcome, Happy, Birthday, Holidays, Thank You, From, I Love You), three sets of alphabet letters (plus extras of vowels and other commonly used letters).
I'm already dreaming-up funny things I can make my cookies say. OH! and the Alice In Wonderland party I can have with the "Eat Me" cookies! YES PLEASE!