Go into Target or Walmart or anywhere that sells luggage. In the luggage area they will have locks and such. TSA approved locks have a little diamond shape on them. For example here is one at Target http://www.target.com/s/191-3167218-...1&searchPage=1 See that little diamond shape at the top? That is what you are looking for in a TSA approved lock.

HOWEVER......... since you are flying out of the country. I know just to Calgary, when you use the lock from the US into Canada you will be fine as they are allowed. BUT coming back into the US, they may cut it off your bag as some countries don't allow you to lock your bag. So you run the risk of losing the lock.