Full Wave Rectifier and 7805 Regulator
simulate this circuit &ndash; Schematic created using CircuitLab

Figure 1. (a) Dual supply from centre-tapped transformer. (b) Dual supply from single secondary transformer. (c) Re-using your bridge rectifier to create the (b) circuit.

If you don't have a centre-tapped transformer you could modify your circuit as shown in Figure 1b. Note that C3 will now only get topped-up every positive half-cycle and C4 every negative half-cycle. You may need to almost double the C values to hold enough charge between cycles.

Since you already have a bridge rectifier you can use it to form D1 and D2. Draw it out using diodes instead of the bridge and you should see that you can double-up the diodes by addding the grey wire.