diyAudio Power Supply Circuit Board v3 illustrated build guide

….. New bulb socket . Still get a circuit with the bulb removed and the switch off …. musty be the plug socket ?

You have it connected incorrectly. Mains hot should go to the centre of the bulb. The outside connection of the bulb should go to the hot connection on the receptacle. neutrals should all connect together. If you want to add a switch' put it in the mains hot before the bulb.
 
plug is the bit you hold in your hand and has a cable to the equipment
socket is the (usually) the fixed part with tholes to receive the plug's pins.

So you wired up an unswitched socket.

Plug the tester into the mains. Leave the socket empty.
The bulb should remain OFF, Not dim, not flashing, Not ON.

Plug in a two bar electric heater. The bulb should come ON and stay ON.
Unplug the bulb, the heater should go OFF.

Plug in a transformer with nothing on the secondary side.
You might get a very brief flash or nothing.

Add on a rectifier,
You may get a very brief flash or nothing. There should be no sign of a very dimly glowing filament. A clear 40W bulb is best for this.

Add the rectifier + smoothing caps
You should get a prolonged dimming.
The clear bulb should show a very dim glow since there will be a tiny leakage in the smoothing caps. That glow should go out when the caps have fully reformed, or you used freshly reformed caps.
 
Transformer spec
 

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This amp has been working for 3 years until this summer …. I have a new transformer here ready to go ,but just wanted to confirm it is needed .

This was my first project and never really felt confident ,so now I'm asking as many questions as it needs to make sure I have something stable and safe .

When it died it left hest marks on the stainless steel top …. bloody scary knowing what kind of heat is needed to do that ..