I have the kit. I think the oil is sold separately, but I'm not sure. There may also be other brands. Just ask at the counter. I also seem to remember that the K&N oil isn't a petroleum oil, something about it not being harsh or damaging to the natural fibers in the filter. Just found this.
"K&N air filter oil is a compound of mineral oil blended with special polymers to form a very efficient tack barrier. Red dye is added to show just where you have applied the oil."