Where can I find a cheap diamond stone-cutting blade for my Dremel Multi-Max?
This online store has them for $15.90 each, and claims to be compatible with Dremel Multi-Max.

EDIT: Taking shirlock's advice in mind, the right tool for the job can make all the difference. I did a bit of searching, and DeWalt has an angle grinder for pretty cheap - only 4x the cost of the multimax blade! Ryobi has one for about half that price too.

Masonry wheels for it are fairly cheap as well. (Although shipping will get you - might want to go to HD or Lowe's for these.)