Don't ask where to get games here.
It's against the rules.
However, modchips are readily available - and at an awesome price - at
Jandaman.com.
Just as it is with the Dreamcast, you need a certain model of Sega Saturn to be able to chip it.
Basically, if you have a Saturn with round (not oval) buttons that was made after August 1996, you can use a modchip.
However, if you have an older model, you don't necassarily need a chip. You can do what's known as the "Swap method" to play backups. It basically involves placing an original Saturn game in the Saturn, then swapping it for the backup at a certain time.
SegaXtreme has a lot of good info, and a good message board, for these sorts of things. Go to that site and click on "Miscellaneous" to the left for information about various aspects of Saturn modding, as well as how to do the swap trick.