Hokay. First check this page:http://stuff.nekhbet.ro/2006/06/18/how- ... -7805.html
Wire it similar to this.
--Put the larger electrolytic on the input side and the smaller on the output side. Watch polarities!
--Put one each ceramic cap on input and output. These are not polarized.
--Put switch in series with diode to act as a power switch.
--Put resistor and LED in series and hook across output to common. This will act as power-on indicator. Watch polarity on LED.
--You need to hook an AC or DC source across the anode of the diode and the common. The voltage would need to be say, 8-12V. A wall wart should work, if it can supply enough current for your project.
--The remaining resistor you can hang across the output to stabilize at low loads.
--And the barell plug you can use to connect to the death ray, or whatever project it is you want to power with this supply.
--At some point if you want to progress in this hobby you need to get a book or website that will provide progressive turorial on basic electronics. Electronics is great fun, but you gotta know the basics.