Achiote (annatto) is used both as a spice and a dye. It is the "yellow" coloring in margarine but is commonly used in Mexican and Indian cooking. Annatto is available in whole seed, powder, and paste (used for a Yucatan specialty "recado")
You can purchase whole achiote seed in most Hispanic grocery stores, or purchase it online at Amazon.com.
If you don't have achiote seed, you can substitute: