OK, I need to see the other side. The wiring is pretty much the most important part
Is this supposed to be a power supply for just the preamplifier, or is it supposed to power the main amplifier as well?
I've been concerned about some aspects of the design up to now, but seeing the piddly little transistors used for Q1 and Q2, it is clear that this power supply is not going to be able to deliver any significant current without destroying both of these parts.
I'm going to bet that you have wiring errors for both the op-amps(s) and the transistor(s).
I really don't want to go to the page describing that amplifier again, so can you list the actual part numbers of these transistors and the op-amps in the power supply (I need to know this independent of what is written on that page anyway)
Damn, I went and read that page again. HAHAHAHAHA. (sorry, I actually read his "typical advantages of tubes")
Using the transistors specified, this power supply will max out at 50mA. You would be far better off getting a 7815 and a 7915 (positive and negative 15V regulators) and use them to replace pretty much everything between the filter and output capacitors.
The important thing to remember will be, if we get this design working, it will be quite a fragile power supply with (dare I say it) abysmal regulation.