1)
Do not, never, use this type of "power supply". This is a cheap technique intended to be used in fully isolated housings at best. As soon as there is the slightest risk of exposure of one of the output leads to human touch there is also a risk of a potentially deadly shock. You obviously lack the experience to judge this circuit. Therefore it is mandatory that you use a save power supply.
2) Once you have gained some more experience and still want to use this design (in an isolated, closed housing, of course), consider the impedance of the high voltage capacitor (as per X = 1/(2 × f × C) as a current limiting resistor. This will allow you to make the necessary calculations.
Why do I think you lack the experience? You're getting your units all wrong:
- 1 mΩ is a short circuit. The original design you copied surely calls for 1 MΩ - case matters: m = milli, M = mega.
- The unit of capacitance is F, so it is not 220 µf but 220 µF.
- The output is + 9 V vs. 0 V or 0 V vs. -9 V, but not +. 9 V (as others have mentioned before)
You may think this is nitpicking, but it is not. Electronic design is an engineering trade and requires precise descriptions.