Hi
Strada916!
Thanks for the info! The transformer is second hand. It was used in an audio amplifier and it can handle 4-5 Amps easily without getting hot (the guy who made it told me).
Now, I'm a bit confused about the shunt resistor.
blankfield wrote that I can reduce it to 5W, but you are saying that I need a 20W. What's the truth?

The value of the shunt resistor depends on the value of the three other resistors that divide the load equally on the three transistors? Sorry about the noobish questions; I honestly don't mean to offend anybody; I just want to get a clear explanation how it works.
Regarding diodes, I asked that question only because those which come in the package I'm not sure how many Amps can they handle. I will double check and just make sure that they can handle at least 5 Amps.
edit:
Question nr. 2 was about the LM324N. I read the description of the J31 kit and even though Google Translate does a terrible job in translating from Polish to English I found out that the upper limit of this IC is 33 V. This is actually incorrect, because the datasheet says 32 V. What's the problem with that? My transformer is 25 VAC, but after the diodes I'm getting 36 VDC (measured with multimeter). This 36 V is about right if we multiply 25 with 1.41 (I'm still learning what this factor number is). I have to confirm that with measuring at the legs of the IC, but still, even though 4 extra Volts might not seem too much, I think I need to be aware of that. Plan A to substitute LM324N with something that can handle higher Voltage or plan B would be to get a lower Voltage transformer, e.g. 20-22 VAC, I guess.