current control

Hi there,
I have a very basic question. I have a circuit in which I want to control the direction and the amount of current, based on a pwm signal from my arduino. (see img). The box labeled BB is where it all should happen. The external power is 9V and the current should be between 0.5mA and 2mA (more or less) (the load in the img is missing but there is one of course).
How should I do this? can I simply use a transistor combined with an h-bridge, or a MOSFET, or a digital pot? I read so much info about all those things that I don't know which one to pick.
If you need more info please let me know.
Thanks a lot!

Thank you for your reply.
The load will be two electrodes for a GVS-device. So the cathode and anode will be placed behind the ears tp effect the balance system. The loads will be very small. The current between cathode and anode will be somewhere between 0.5mA and 2mA. Is there a suitable h-bridge driver or some circuit that I could switch with one signal (for example 1 is left and 0 is right)
Could you maybe point me out where I could find a scheme for such a circuit so I know which parts to get.

Thanks a lot again!

Antal

(if there is still info missing, please let me know)

Might be an idea to play with some stuff that you can make the magic smoke come out of safely.... I've fried plenty of cheap components - I'm glad I didn't start out with expensive ones, like my head!