The local paintball shop here fills my scuba tank for 6$ (it's the same rate whether they're filling a small HPA bottle or a scuba tank (doesn't make sense). I'd also check around for a scuba shop (if there aren't many paintball shops around) most places that will sell you a tank can also fill it for you (assuming it's a real scuba shop and not just a bulk sporting goods store).

Never heard of needing a cert just to purchase the tank - what if it was a gift for somebody? Sure sounds like some sort of scam to me...