I have one! I got it awhile ago (a little over a year?) at Target. I think it was $29.99. I believe it is the Pro Spirit brand. Thanks for the reminder, I need to dig it out and use it more!
I used to use them all the time when I had personal trainer sessions at the gym. I LOVED it!! I wore it for all kinds of things including lunges, squats, step-ups (what Cathe calls a leg press), etc. It's so much more comfortable than hoisting a BB over your head. I'm thinking about buying this one: