If your worried a few tips:
1 - Suitably rated mains primary fuse in Live lead (essential)
2 - Dual secondary fuses, ideally before bridge rectifiers (optional, but limits damage if there is a fault)
3 - Fuses on amplifier PCB (usually included, again limits damage in fault condition)
4 - Thermal fuse in contact with transformer (optional)
5 - Install in metal case (must be earthed) and have no flammable parts if possible, certainly not near the transformer or mains side
6 - have power supply capacitors rated well above the expected voltage and be certain of polarity
Most manufactured equiptment doesn't have all this protection and is passed as safe. Do number 1, 3 and 5 most importantly
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