Cockroft-Walton Multiplier

Hello. I'm in the process of selecting materials for a voltage multiplier. I need to be able to vary a DC voltage source from 0-6kV with a regulated current of 20mA.

I bought .001uF capacitors rated at 20kV & 30mA. I bought diodes rated @ 20kV & 30mA.

http://www.diyphysics.com/2012/02/09/d-i-y-25...upply-with-neat-trick-for-switching-polarity/

I'm trying to follow the schematic for the above link but I'm a little confused as to getting 120VAC from my wall to the voltage multiplier. It appears the diodes should cause any AC signal put into this device to convert to a multiplied DC voltage output.

I'm not sure what power source I should connect to the multiplier. Voltage drives current, so would a regulated AC voltage source to the multiplier work without damaging any components? Also, is it possible to regulate the current from 0-20mA?

These types of generators are not much good at supplying high current (tens of mA)without a lot of ripple, and substantial losses, which results in a lower voltage than expected, very poor regulation and atrocious transient response. Depending on your application, they may not matter, what is the end use? If you use a high frequency square wave power source rather than mains frequency, you will get better performance, you will need to go to a much higher frequency with the value of capacitor you have chosen. You need to do some maths to work out its behavior. As much as I am cautious about using spice, try building one up in something like LTSpice, and look at its performance.
Regulating it will require control of the driving source, with a high voltage divider on the output to get the feedback voltage required, but I think your current requirement for this type of high voltage generator is too ambitious, you are also asking for 120 watts at the output, that is a very grunty driving source (I am ignoring power loss).
This is not a trivial system to design, you probably need a Switch Mode Power Supply, a flyback system is probably the way to go, they are certainly good for a few hundred watts. Designing and building a high voltage transformer is a job for a specialist transformer designer, or flashover will be the end result.
If you could get away with a non regulated source, then a mains transformer and variac would also work, with a good transformer core size the droop on load will not be substantial.
Note that a SMPS or mains based transformer will have a low impedance compared to the cockroft walton system, and are definitely quite lethal if you come into contact with the 6kV,
cheers,
Richard