Not having a pre-printed circuit board around I assembled one on a small piece of protoboard:
Schematic:
I didn't bother with a load read-out like Dave did. All you need to do is clip a multimeter across the big current sense resistor, and as it is 1 Ohm, then 100 mV on the meter will represent 100 mA current.
It seems to work pretty well. I could only get the lower limit down to around 20 mA but the op-amp wasn't a rail-to-rail one. The pot is a 10-turn wirewound, which gave reasonably sensitive control.