I made this one today. Got the new parts at Radio Shack...about $8 for two regulators and a capacitor assortment. Next time I'll just buy the caps individually. I put them on the outside of the case due to space constraints and in case the reg. gets hot. I will add a heat sink before re-pinching the case closed, but RS had "just sent theirs back", whatever that means. I'm waiting on a bunch of them from fleebay...about $.50 each.
These pics are kinda sucko, so I'll tell you that I soldered the cap leads to the terminals, then soldered all the (-) ends with a short ground wire to the little clip. The other end goes to the center pin on the regulator. I don't have a meter, or I'd test it and post the results. We have one at work, so I'll check next week.
Steve