Windows has a setting to turn off the write-cache buffer (see image)

Turn off Windows write-cache buffer flushing on the device
To prevent data loss, do not select this check box unless the device has a separate power supply that allows the device to flush its buffer in case of power failure.

Is it feasible and economical to get such a "separate power supply" for the internal sata drives of a non-server PC? Under what name is such a power supply sold?

I know that there are UPS devices that can be connected to external drives,but what is required to be able to switch this setting safely on for an internal disk?

The setting has different descriptions in different version of windows

• Windows XP:
  Enable write caching on the disk
  This setting enables write caching in Windows to improve disk performance, but a power outage or equipment failure might result in data loss or corruption.

• Windows Server 2003:
  Enable write caching on the disk
  Recommended only for disks with a backup power supply. This setting further improves disk performance, but it also increases the risk of data loss if the disk loses power.

• Windows Vista:
  Enable advanced performance
  Recommended only for disks with a backup power supply. This setting further improves disk performance, but it also increases the risk of data loss if the disk loses power.

• Windows 7 and 8:
  Turn off Windows write-cache buffer flushing on the device
  To prevent data loss, do not select this check box unless the device has a separate power supply that allows the device to flush its buffer in case of power failure.

This article by Raymond Chen has some more detailed information about what the setting does.