Well, you have to go back and forth each time you find one. You must first go talk to one of the big cactus' then go find the cactaur for it. They give you clues, but heres the list...as far as I recall:

1st: In the Bikanel Desert Oasis.
2nd: On the beach in Besaid.
3rd: In the treasure chest you couldn't open earlier in the LeBlanc Syndicate hideout in Guadosalam.
4th: Riding around on a Chocobo in the Calm Lands (on the way to Yojimbo's cave).
5th: In the Thunder Plains, near the end next to a cactaur stone.
6th: I think this one comes automatically.
7th: In Kilika forest, to the very east there is a tree that goes out over the water...press X to climb it, and the cactaur will be there.
8th: In Gagazet, at the summit, right there on the cliff, where you fought Seymoure Flux in FFX.
9th: Dona's house in Kilika.
10th: Talk to Marnela after finding the first nine.

Then you get to do a bunch of annoying yet fun things and get a chapter complete...now go play.