You can buy all the stuff to make this...
1 cup sour cream
1/4 cup grated fresh horseradish
1 tablespoon Dijon mustard
1 teaspoon white wine vinegar
1/2 teaspoon kosher salt
1/4 teaspoon freshly ground black pepper
Or you can spend a couple of bucks and buy a jar of Inglehoffer Cream Style Horseradish and save yourself the time and hassle of making it yourself.