First of all; when a trouble code comes up in the computer on a 1996 and later model car; it will not go away just because you replaced the defective part. It is also necessary to have the code cleared from the computer with a code scanner that has the capability of clearing codes (not all code scanners can do this). It may be that you fixed the problem by replacing the gas cap; but never realized it was fixed, because you didn't clear the code.
Evaporation control system parts are typically only available from the parts department of Saturn dealerships. There is a nationwide list of Saturn dealerships and their contact information at the link posted below this message.
There are four possible areas of the evaporation control system which might develop leaks. One is the fuel filler cap; the second is the hoses which connect between the fuel tank, the vapor storage cannister, and the engine. The third is the vapor storage cannister. And the fourth is the vapor cannister purge solenoid.
My experience has been that the fuel filler cap is most frequently the problem (but often, the cap is not defective; instead it only requires tightening the cap more thoroughly); the hoses and their connections are the second most likely; the cannister is the third most likely; and the cannster purge solenoid is the least likely.
Running the engine when the fuel filler cap is off will also set that code.