Patty3;
Gee the size, hmmm, in my case its usually what I have on hand. At least rated for something like 20 volts, polarized and within reason as many microfarads as you have.
They get wired + on cap to + on bridges, - to -.
If you need some exact values I could do some math to find ideal values but basically filter capacitors from most any dead piece of electronic gear would suffice. Generally known as electrolytic capacitors. The values are not critical although too much capacitance may cause problems on initial startup when they charge up and may draw too much current for your supply transformer. Too little capacitance would be ineffective. I would start with a couple thousand microfarads in capacitors which should do fine and if you have access to more add them in too. My little 12 volt charger I run off my inverter for keeping my "B" bank charged up to run my wireless internet uses a 1 farad cap. This is overkill but I have the cap so I use it. 1 farad caps are pretty expensive in 20 volt range but its a part I had so I use it. 1 Farad is equal to 1 million Microfarads, BTW. or .000001 farads = 1 microfarad. Just so you don't get confused by that as it has happened before here.
Maybe someone with more recent power supply building experience will chime in with some values.
I am pretty comfortable just trying stuff and if it blows I try something different. You may not feel comfortable doing this.
Cheers.
TomW