Think that's the same shredder we have -- or we might have its slightly smaller brother; it's certainly the same type, the spiral-cutting ones. As far as I could tell, they're the only ones which actually work ;)

They don't come with a waste-collecting bag as standard (or at least ours didn't) but it's easy enough just to hook either a very large carrier bag, or something like those bright yellow waste bags that garden centres sell, over the relevant bits.