Here's the circuit you need. I should give you a fair warning though. Without a galvanic separation (a transformer) this circuit is extremely dangerous. You should never touch the circuit board while it's operating. Here's the example. Now it's working good, with no apparent danger. Well unless you're stupid. BUT, try to flip the switch. As you know an outlet will have a ground and a phase. If you plug it the right way, the ground will be at the right place and everything will be fine. But if you reverse the ground and the phase, the whole circuit will become at mains potential, which means no matter what you touch it'll be hazardous. The output potential difference will still be 250V, but at some points in the circuit the voltage will be as high as 650Vpk. That's something you really don't want to mess with. Some of the component power ratings:
10k resistor - minimum 1W. I recommend 2W.
28k - 1/4W
Diodes - 1N4007
Capacitors - rated at 450V
