Connect two of the diodes together by the cathodes (banded end), connect the
other two by the anodes (obviously the non-banded end).

At the junction of the two banded ends you get positive, the negative is
supplied by the aforementioned anodes.

NOW LISTEN, IF YOU DON'T KNOW WHAT YOU'RE DOING DON'T DO IT ,,,,
unless you use a small 12 volt tranformer or something, stay away from those
mains.

When you connect the ends you'll have AC applied to both an anode and a cathode
at all times.

This is called full-wave rectification.Positive and negative cycles are always
sent to the proper output pins, of course, because of the diodes.You are
basically building a "full wave bridge rectifier".

Again, if you don't know what you're doing, at least in electrical safety, DO
NOT DO IT. Also, make sure the diodes you are using are of the same or higher
ratings.

To sum it up, I'd rather just order the right friggin part. And, if it's mains
rectifiers, don't do it at all, or on an SMPS. This is important.In some cases
you really need the right part.

JURB