For a GM liner, yes, you would probably have to go to a dealer unless there is some other company in your area that carries GM accessories. Truck accessory stores will carry aftermarket brands like Rugged Liner and Pendaliner.
Thing is, most dealers will only stock liners for new trucks, and they haven't made that body style of Colorado for a couple years. I wouldn't expect all dealers to have it, but I'm sure some have a couple previous gen Colorado liners laying around.
I'll try to remember to check the availability of these next time I'm at work.
Like Nick said though, I'd try getting it off first. That will cost a few dollars vs. over $100.