My 02 didn't come with them as well. I called a few places, but ended up buying them from ebay, which was cheaper than I could find anywhere else used. I think the seller was BoxsterBits?? From the UK
http://www.ebay.com/itm/Porsche-Boxster-986-Black-Mesh-Headrest-Wind-Deflectors-/200918327000?pt=UK_CarsParts_Vehicles_CarParts_SM&hash=item2ec7aa5ed8
I'm not sure how much it actually helps with the wind...not much if any, maybe 8% less windy? Haha, jk, just a random #... But I think it does look better with them on, imho. It really finishes off the look nicely from the rear with the top down. It's a worthy purchase.