PhD Dissertation Grants in the US?

I'm only in my first year of my PhD program. Already have a MAsters (it's a pre-req for my field). My mentor wants me to start thinking about a dissertation grant. I don't quite know where to start.

For those of ya'll who have dissertation grants, at what point did you start applying for it? I'm doing my comps this summer (2013) and my qualifying paper next summer (2014).. The way it works for my dept is, I'll do my thesis on whoever is funding me.. and what datasets they have.