Note: With some transformers and zeners, the circuit will work better if the 10 megohm resistor is moved up to be in series with the diodes (see next schematic). It is a good idea to add a resistor in series with the diodes anyway, perhaps 100 k, to prevent damage when probing around. When operating properly, the current should drop down to below 1/2 mA with no load. The series 10 megohm resistor will make gas discharge devices work well in place of the zeners, too (neon bulbs, for example). Also try a .1 uF capacitor from base to emitter of the MPSA18. This capacitor modification combined with the series 10 megohm allowed a single Lumex gas discharge tube to regulate the output voltage of the circuit at 600 volts while drawing only 300 uA, unloaded.