Depending on what you're trying to test, you might be better off using a cheap continuity tester rather than trying to improvise a voltage source.

That linear voltage regulator could work if the current you're driving is small (less than 160mA). However, it could still get very hot since you need to drop 5.7V across it and would be burning about 1W.

If you're not that familiar with electronics and really need a voltage supply, you can get an AC/DC switching transformer from Radio Shack that puts our the correct voltage.

EDIT: A single #44 bulb pulls 250mA. The LDO would be burning 1.4W, get very hot, and probably not last all that long without a heat sink. I'd recommend just putting a bulb in the socket and running a continuity test, or using a AC/DC supply rated to drive the current you need to supply.