Pellets , Ha I didn't know either till i joined. Coco doesn't eat them she picks out her seed but if you can get yours to eat pellets it is supposed to be very nutritious. Some argue better than seeds. Zupreem and Kaytee (def.)make them I will see if I can find a link.http://www.petco.com/product/12566/ZuPreem-AvianMaintenance-FruitBlend-Bird-Diet-for-Parakeets.aspx
I looked at a Petco since you are in the states. but that is the same one I try and feed Coco. I have personally resorted to grinding them (Cetan suggested a coffee grinder) I used to take a sledge hammer lol, to crush them a mix them in so the are a powedery coating and Coco gets some in her mouth regardless when eating her seed, but many keets will switch over no problem.
My last bird lived for 10 years no pellets but it is rumoured to be healthy although there is some debate and I find it stinks liteally more than seed.You can find stuff on this site and by googling pellets, just make sure it is the parakeet size.