You can buy it already ground if you don't have a grinder. Bob's Red Mill has a pre-ground one, you would find that in the organic section. I've also seen bags of whole flaxseeds in the bulk section (where they have bags of nuts, dried fruit etc.) I don't know if a blender would work, I've never tried it.
BTW, those little electric coffee grinders are so handy and you can get them pretty cheap. I saw one at the supermarket for $10. (That was AFTER I already bought mine, of course, for much more than $10!)