Hi,
First you need to determine:
* How much current can your supply deliver
* How much current do you expect your circuit to draw
* Measure how much your circuit really draws
We don't know how to debug your circuit, because you didn't show.
Are the ICs socketed? Breadboard, PCB, is something getting hot....do you have coolant spray? Soldering skills...
Btw: some brand (negative) voltage regulators suffer from not properly starting up when negative voltage is applied.
In one application we also had +5V and -5V regulators, but the negative did not start up because the positive was faster..causing some positive glitch at the negative VR's output. This was a cheap 7905 .... we solved this problem by using a high quality brand VR.
Klaus