Good for you for working on this, but I suspect this particular thing that you have posted won't work. Any chance you can post a link to the ad?
I could be wrong about all this, and someone more knowledgeable will correct me.
If they're medical bottles/cylinders, you still can't get them filled without a prescription. If they're welding ones, you might or might not be able to get them filled, depending on the policies of your local welding O2 supplier(s). They might be SCUBA "oxygen" tanks, which I'm pretty certain won't work at all, for a variety of reasons. I can only guess that they're empty and quite small, at that price.
You'll need both a regulator and a mask. The best mask is here: http://www.clusterheadaches.com/ccp8/index.php?app=ecom&ns=prodshow&ref=clustero2kit A standard non-rebreather mask, which will be around $5 at amazon, will work, but not as well. When you get to buying a regulator, we can recommend some.