I have found a slideshow detailing this "baler behind the combine" operation. Here are two links with more info (DIAL-UP BEWARE, the second one is an 8mb file). The first has some pics and the second is the slideshow:

http://books.google.com/books?id=eiqZ7KmeLRMC&pg=PA149&lpg=PA149&dq=glenvar+bale+direct&source=web&ots=4s-H4EL9UO&sig=Z67uu9SKLNy6wFcXVFgyvGhKIvo

www.asabe.org/standards/ICCHP2007DirectBaler.pdf

If I remember correctly, they started playing with this idea to get herbicide-resistant weed seeds off the fields. But I know they also sell the straw.