How to protect my power supply output?
You don't give details of the output voltage of the supply or the required value of the 'regulated' voltage output so the following is a generic answer.

Assume the output (unloaded) is 12V and you require a 9V regulated voltage and a short circuit current of 70mA and you don't want to use a regulator IC.

First step is to fix a reference voltage. 


A small current passes through the Zener (say 10mA.) If the Zener voltage is 9V6 then  for the assumed values this means the resistor drops (12 - 9.6) = 2.4V and at 10 mA this gives 240R for its value. The Capacitor is there to smooth the voltage and has a value of 10 - 100uF (not critical)

The current available to take from the zener is too small to be used directly so we need to amplify it with a transistor.



The transistor drops about 0.6V between the base and emitter leaving 9V at the output. The problem is that if the output is short circuited it will destroy the transistor so we need to limit the current.



The second transistor is only turned on when the current flowing through the limit resistor produces the turn on voltage (0.6V)

For 70mA this will be  0.6/70  * 1000 = 8R6.  

When this voltage is reached the second transistor shuts off the first transistor and the output voltage falls.

IC regulators contain much more sophisticated circuits and for a cost effective solution I would go for them every time.