Creating the Circuit
Here's the diagram:

First off, let me say that this isn't for beginners. You'll need a steady hand, a small-tipped soldering iron, and a few hours to build this power supply. If you've never soldered anything before, I suggest you go practice building some smaller things first!
The first step is to gather all of the supplies. Once you have everything, building the circuit is basically just carefully following the diagram, and trying not to mess up ;) I built everything but the transformer onto one board. Make sure you put heatsinks on the two IRF540's becuase they get quite warm. Here's some pictures as a guide, but you can really do anything you want as long as you follow the diagram.