I just bought some today at a health food/vitamin shop. Then you want to run it through a filter. Some say bake it, some say at NaCL or alcohol to sterilize it. Its up to you. Your body, your risk. Something I didn't know grapeseed oil lasts only about 4-6 months do don't buy a gallon of it. LOL
To tell you the truth I just washed out a coffee mug with alcohol, put a coffe filter on top, secured with a fancy rubberband, heated the whole bottle in the micro, poured onto filter, waited 10 min, sucked out of cup with a 22 guage 3cc, put in a vial and wala...
I am not suggesting you do this, this is for research only!