LM78L05 and LM79L05 supply arduino

Grumpy_Mike:
First off you need capacitors from input to ground on both regulators.

Please, can you explain why i need capacitors to input? 1.0mF will be ok?

I've noticed that if i power arduino with 5v i have 5v on vcc, but i need to power an 23k256 too, that work with 3v3. How i can lower voltage to 3v3? I've read that a zener and a resistance can provide a stable supply. But how I can apply that system and what type of zener and resistance I need if i use arduino mini pro with power supply from 78L05?