Radioshack sells two different things that are meant to go with TO-220 package semiconductors (which is what your regulator is).
Here is some mounting hardware and insulation:
http://www.radioshack.com/product/in...2230.203 2272
Here is a heatsink:
http://www.radioshack.com/product/in...2230.203 2272
Which route you want to take depends on your space limitations, your mounting medium, and how much heat you expect to be generating.