In the states it is called "Superfine" sugar. It is sometimes called baker's sugar or bar sugar (as it is used in some cocktails because it dissolves faster.) Some groceries carry it. (I know both Dominos and C&H make it.) Otherwise some liquor stores have it in small quantities (be careful not to get the margarita sugar...it is coarse.)
The following is quoted from Slashfood.com. See what they say about substitution:
"Superfine sugar is regular (granulated) sugar that has been ground more finely. It can be used as a substitute for regular sugar and may produce a slightly finer crumb(texture) in the finished product than regular sugar would, a result that is preferred by many bakers. Regular sugar, however, should not be substituted in the same way. Superfine sugar is almost always called for in recipes that are very light, like meringues and angel food cakes. It contributes to a light, delicate final product because the small grains dissolve into the mixture very quickly, while a coarser crystal might not be incorporated as fully or as quickly. You can make superfine sugar yourself by putting coarser sugar into the food processor and whizzing it around several times to break up larger crystals."
*edited because I am the typo queen
In a professional forum I belong to, the standard agreed to for cutting down granulated sugar was 1 cup of sugar in the food processor, for 20 seconds.
Hope this helps -
Theresa 
great tip, thanks playingwithsugar.
I did see castor sugar in our HEB Plus store(the only other grocery store in south Texas other than Wally World 
) and it was pricy! It was in the baking section with other sugars and sweeteners... The food processor idea is wonderful.
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