S.R.
Sounds like something you would have to special order sheets for, but you could look into just using regular twin sheets and using some of these to keep it taught across the short side.
http://www.amazon.com/Mainstays-home-Set-Snug-Straps/dp/B...
They're adjustable, so you could make them as loose or as tight as you need to keep the sheet tight and in place. HTH!
ETA: After looking for a while, it looks like the 33" width is technically considered a "daybed" mattress, so you could look for daybed sheet sets to see if you can find anything for the same price as a regular twin set. Otherwise, a twin set plus those $5 sheet straps would work just fine! :)