You could have gotten one in Bevelle at the end of Chapter 2. You can win one from Angra Mainyu. You can bribe Ultima and Omega Weapons for one sometimes. If you calibrate the 10th lighting rod completely, you can get one in Chapter 5. But since you don't have access to any of that right now, you're out of luck, might as well move on.

For the dancing game, just press the button that you're suppose to press on the beat as many times as you can. You are scored for 3 things: rhythm, fitness, and accuracy. While you can only get so many points on rhythm, if you press as many buttons as you can, you can rack up the fitness points, and if you hit the right button (the one that's lit up) you can rack up the accuracy points. On my third time trying (after I figured this out) I got a 342.