Parchment paper used in cooking is a silicon based paper that is resistant to heat and is used for lining baking sheets or for cooking "En Papillote'.
A few years ago, PaperChef came out with a versatile line of traditional rolled parchment paper as well as parchment bags and parchment muffin / cupcake papers. The bags are very handy because you can fill them, roll the tops down and bake without a lot of elaborate folding.
Most well-stocked grocery stores carry parchment paper on rolls, and sometimes the bags. You can find the bags, papers or rolls all online at Amazon.com.