Do you know what is the Vf of your LEDs? R1 should be roughly equal to (3 x Vf) / desired_current. So for testing, if your LEDs have Vf = 1.8V or even Vf = 2.1V, and we're aiming for something around 20mA, then you can use R1 = 300R.

For 1.8V LED
I = 3 * 1.8 / 300 = 18 mA

For 2.1V LED
I = 3 * 2.1 / 300 = 21 mA

The 300R resistor can be 1/2W or whatever you have around.

You will know it works well if you measure the voltage across R1 and divide it by 300 and if the result is close to about 20. Of course you should see the LEDs on.

Try to implement just the CCS portion with a 300R for R1.

http://www.4qdtec.com/mostest.html

and for BJTs, diodes and zeners

http://www.hobby-hour.com/electronic...conductors.php

the following link explains
http://www.diyaudio.com/forums/power-supplies/143693-simplistic-salas-low-voltage-shunt-regulator-200.html#post2108791