Keep in mind that there will be a significant mark-up on the products sold at the horse show. Expect for hay and shavings to cost at least $6 to $8 per bale/bag.
When you order from the horse show, your hay and/or shavings will be delivered right to your stalls. If you want to have them waiting for you when you arrive at the horse show, make sure that you order them ahead of time on the stall request form (there should be a section for it or an additional form).
Once you're at the show, you can order additional hay or shavings at the show office. Find the hay and shavings order pad (different shows use different forms so it's best to ask the secretary for it) and fill it out with however many bales of hay or bags of shavings you would like, the date and your barn's name (make sure that it is the same name that is on the stabling map). If your tent or barn has an identifying number or letter, include that on the order form to make things easier for the delivery person. Also write down the stall number where you would like the bags left. If the order is for a specific few horses rather than the entire barn, mark those horses' names on the form so that only they will be charged for them.
Once you have filled out the form, ask the secretary what you should do with it. Usually, there will be two copies. One will go to the secretary so that the order can be put on your bill. The other copy is for the delivery person to reference. At some shows, the secretary will take care of both copies while at others you will need to attach the second copy to something like a clipboard. Ask the secretary what the show's policy is so that your order doesn't go missing!
If you order late in day, you might not receive your hay and shavings until the next day, so try to keep on top of things in order not to run out before the delivery. The show office will often have a policy posted about delivery hours.