looking for some small taps and dies, 4-40 etc... Need a source on-line. Thanks Ralf

Anything mechanical:

www.mcmaster.com

You can also try micromark.com

also try your local hardware store too

Check out J&L Industrial Supply. they are the best I have found. Also MSC and Enco.
for anything under 3/8" get 2 flute spiral point taps.

http://www.jlindustrial.com/index.jsp

http://www1.mscdirect.com/CGI/NNSRHM

http://www.use-enco.com/CGI/INSRHM

If I remember right I got my 4-40 tap at of all places............SEARS

Small stuff can be found sold as DUBRO. 2/56 4/40 etc. Check your local hobby shop.

Hobby shops and hardwares tend to get 3 flute taps... ( that includes Sears)
The disadvantage is that there is not much room for the material the tap cuts to escape. Consequently, you have a better chance of binding the tap up in the material and breaking it or binding the chips up and stripping the threads out with the tap.