If I had to tackle this kind of project but I wasn't too sure how to go about it I'd probably get myself a good Electronics reference book and read the power-supplies section and go from there, but then I already have a good grounding in Electronics which allows me to adopt these kinds of "research and apply" techniques. As it happens I already know how power-supplies work too!
If you don't know the first thing about electronics you're definately onto a loser here. For a start, power supplies come in various different types which suit various end-user needs so you need to know a little of what you're talking about before you settle on a direction to take. If you're electronics knowledge is lacking you're not going to be able to draw these kinds of conclusions and, bearing in mind that power supplies are extremely dangerous (if you don't know what you're doing) I wouldn't recommend you try designing one.
If however you do have a good grounding in Electronics I'd recommend you get yourself down the local library and read the power-supplies section of a few good electronics books. Once you've obtained at least some sort of grounding in power-supply designs you can come back to us with a few more specific questions.
Needless to say, you're going to have to do some work yourself before anyone is willing to help you.
Brian