Hi Moto,
The supply linked to by JLF65 was the type I was thinking of. If that is not small enough to fit into your plug pack, then I suspect you may be out of luck. If you are building a basic linear regulated power supply, then I doubt you will make it any smaller than the Pico PSU, though you may be able to, with a really good shoe horn.
Here is a
data sheet with a basic +-12VDC supply design, in figure 18. There are various ways that this design could be improved, with transient filters and blockers, better filter caps, over current/heat/voltage protection, etc.
There are several things to note about this kind of design.
The regulators require an input unregulated DC voltage a bit greater than their output voltages. If their input voltages are too high, the regs will suffer from unnecessary heating / poor efficiency. To get the calculations right for this, a quick search turned up
this link, which I think has most of the info you will need.
The regulators will need heat sinks, though probably not forced ventilation.
If you want really good handling of fault conditions, then the design gets a little more involved. Simple handling of fault conditions is not too difficult, but less robust. Faults on the AC mains side can be handled with a good outboard line filter. Small and cheap line filters are fairly limited, and usually have poor failure modes - i.e. if the fault is beyond the range of their components to handle, then the full fault is experienced by their load circuit. If you have a good quality mains supply, then cheap filters will be sufficient for nearly all faults. If you have a really poor supply, then it may be worth using a more expensive filter. If you really want to learn electronics in depth, then you could try making your own multistage, guaranteed failure mode circuit protection. There are many options and combinations of solutions available in this regard. One thing you can keep in mind, is that the regulators have some fault handling capacity, though a robust supply will handle regulator failure (they can open up in failure, and provide over current to the load). Designing fault handling is not extremely difficult, though it can be confusing for a beginner, and it is also not something which I have a lot of experience with.
To get a +5V supply, the usual means is to have an additional winding, or tap on your mains transformer, which is also referenced to the grounded center tap. You than have an additional regulator stage equivalent to your +12V supply. Alternatively, you may place a +5VDC regulator after your +12VDC supply stage. However, such a regulator would have to handle an input voltage quite a bit higher than the output voltage, and would experience degraded efficiency and higher heat dissipation. You could use a 7805 with a decent thermal mating surface, such as a TO220 package.
There are a many options for your +-12VDC regulators. Some dual tracking types could probably provide a high grade of regulation, though may be a little more complicated to design for. I suggest using linear regulators throughout, as they are much simpler than switch mode, and have fewer components, and less maths involved in their application.
Let me know how you go, and if you need some clarification on any of the above. I suspect it will still be simpler/smaller/better to adapt something like a Pico PSU for your application. Of course that may not be suitable, for whatever reason.
Cheers,
Oli
edit- PS: I hope you are really competant with electrical safety, and understand how to comply with your electical codes of conduct etc. It would be a real shame to put someone's life in danger, or burn a house down, over a miggy power supply. Also, understand that building this device may infringe on conditions of some of your insurance policies.