You get them by using the spell drain soul.
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Soulshards and what they mean to you as a new warlock
A large number of the Warlock's skills and spells rely Soul Shard reagent. They are obtained by using the Drain Soul spell. To create a soul shard, the warlock must be channeling this spell as the target dies. Only targets that would give experience (or honor in the case of a PvP target) to the warlock will yield a Soul Shard.
Edited, Aug 25th 2008 12:06am by HandsOfDeath