You're thinking of reloading 37mm/40mm? Buy Grog's basic and advanced reloading manuals, on CD, right now. It's the best $75 you can spend on reloading supplies for 37/40mm launchers. I'll wait while you write him an e-mail:
[email protected]
Okay, now that those are headed your way,
ReloadableShells.com has the best aftermarket hulls there are. Basically anything else, you're going to need to use black powder and a bushing, and get to enjoy all the cleaning that involves.
This 37mm hull, however, uses smokeless powder and more or less copies the high/low system of the 40mm. Pay attention to the measurements toward the bottom of that page, as I'm not certain what kind of chamber dimensions your Cobray has.
That's yet another good thing to be aware of... 37mm has no standard. There's no dimensional standard, there's no pressure standard, and not everything works together. That's less of a problem for an ordinary owner than an agency, but be aware trying to mix-and-match brands of launchers and factory ammo doesn't always work out.
And, of course, loading anything that is considered "anti-personnel", or even owning the ammo and the launcher, means you'd best have the launcher registered as a DD first. The CS rounds you were talking about take that from a signal launcher to a DD, as do batons and such.
Hopefully, that gets you started.