You don't actually need it at all, unless you feed it from an AC supply. If you use a DC supply you can leave it out and connect directly to it's output.
However, including it gives you the option of using either AC or DC, and prevents the requirement of connecting your DC supply the correct way round.
As already suggested, it's not at all critical, pretty well any bridge rectifier will work, but be careful the connections are the same way round! - or you could use four single rectifiers to make your own bridge.