What current are you talking about? 5mA or 5A?
There are some ready made circuits boards on the market that you can add them to your design. They are CE approved and all you need to do is add them and thats all. But again, what current are we talking about?
Even so, it all depands on how much current you need and to what voltage. If you need 5V with 5mA then you can use a capacitor and a diode ( I have the application note). But if you need more then that, i need to know what voltage and what is the MAX current.