Step 3A Heatsink is a good idea...
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Now, one word of caution... if you plan on hooking this onto something like a 12 volt car battery or anything with serious amps, you'll definitely want a heat sink attached to the regulator. I drilled a small hole in the bottom and ran a bolt through alternating small and large washers on the underside of the case to make a "fanned" heatsink, then placed two small washers inside to hold the regulator up off the plastic case, and then the nut to tighten everything in place. It works well without getting too hot, even with a 2-3 amp, 12 volt power supply.