Sapphire makes affordable active display ports (<$30). I don't have experience with eyefinity, but when I was researching it, that was apparently the way to go.
However, I do suggest you re-think your options. For eyefinity to work well, you'd want all 3 of your monitors to be the exact same, as the resolutions have to match for all displays, and then you still have bezels. I was thinking about buying 3 1440x900 monitors for a while, decided against it, and just bought my current 1200p monitor. I'm glad with my choice. A single 6870 would struggle with eyefinity anyway. You'd want 2 or 3 fast GPUs to take advantage of all that screen space.
If you want to connect multiple monitors, it works well to leave them as separate displays. That way your game will only display on 1, but you still have 3 screens of space when you're doing other things.
I just checked newegg and you seem to be right. Found an active dvi adapter for $30. http://www.newegg.com/Product/Product.aspx?Item=N82E16814999034
And I should clarify what I meant by eyefinity is just having 3 separate monitors. I have no real desire to game with eyefinity, 1 is fine.
I think this just about answers this thread. Thanks for the help.