I've looked around on the internet for my answer already, as always so I don't have to bother you guys but couldn't find anything

Kerm, I found the correct capacitor values for my project. The input capacitor is a .33uF, and the output is a .1uF. I picked up the .1uF at Radio shack and it is a Ceramic disk, dielectric. The .33uF that I am ordering off of amazon is a thru-hole Tantalum. I looked for the same exact capacitor, with different capacitance, but had no luck. How do I know if either of them are polarized or are non polar? I don't want to wire anything incorrectly. I checked the packaging for the .1uF, and the
amazon page for the .33uF. Neither told me if the unit was polarized.

Ceramic disk capacitors have no polarity. Electrolytic capacitors, the blue or navy (usually) tubes with leads side by side coming out of the bottom, have a polarity; one side of the can is generally marked with a row of negative (-) signs.

Ok, thanks Kerm
http://www.amazon.com/gp/product/B0015A6R06/ref=oh_o00_s00_i00_details
That is the pack of .33uF I ordered. I was wondering if they were polarized because of the uneven leads.

Ah, tantalum caps are not ceramic capacitors. The polarity of tantalum capacitors must be observed; generally, the long lead is the positive one:

http://en.wikibooks.org/wiki/Electronics/Component_Identification#Tantalum_capacitors

Ahhh thought so. Thanks again Kerm, always saving me from sure failure!

The pleasure is mine; glad to help.

Be careful of the polarity of the electrolytic capacitor. If you connect one of these capacitors with the wrong polarity, it may explode (that was something I wanted to see while I was in the electronics lab, but the teacher didn't do it).

You have to drive a lot of voltage through an electrolytic capacitor backwards to trigger thermal runaway, in my experience. My worst (?) experience with capacitors was connecting an LED to a charged 10uF capacitor and causing it to abruptly and kinetically fail.

*Hopes they label polarity on package because is now scared to mess something up* LOL

Hehe, you'll be fine. Just exercise proper caution, and be aware of components getting hot, smelling weird, or emitting sparks or smoke, and you should be ok.

Did that yield a Smoke Emitting Diode (soon to be a Friode) or a leaky capacitor?

Haha, nice ones, chronomex. It was an explosion-emitting diode; the capacitor was fine.

Electrolytic capacitors are designed to vent safely but still spurt vile-smelling steam if you abuse them. I'm sure anyone who's replaced old leaky capacitors are well aware of the lovely rotting fish aroma of hot electrolyte...