What you need
LM317 voltage regulator
100 om resistor
potentiometer
1uf 50v electrolytic capacitor
.01 uf ceramic disk capacitor

Also this is my my first how to make something thing so dont expect it to be good

Step 1: The LM317 Voltage Regulater

(The pinout is in a different order then the circuit diagram)

The LM317 id adjustable voltage regulater that can regulate voltages from 0v- 33v, but you have to have 33v coming in and if you are going to have 33v coming in you should put a heat sink on the regulater.

Here is the formula to figure out how much voltage is coming out.
Vout=1.25*(1+R2/R1)+ 50u*R2