YOu can buy Heroine of the Yangs on practically any Asian movie site; YesAsia and Sensasian both has it. If you are in the US, I believe MalMusic has it too (not positive). If you want to find an even cheaper one, I've seen it sold on ebay.
There are also ones that are available online if you dont want to buy the raw copy (which I dont see why not). You can view both part I and II on TuDou.com, but if I am correct, Part 1 is in Cantonese and Part II is in Mandarin... So unless you understand both dialect, then you probably want to invest in the raw copy. ^_^