Hi, I think you have got some problems with understanding what you need to do.
The Arduino will CONTROL the LEDs.
The power supply will provide POWER for the LED's.
The the power for the LEDs does not go through the Arduino, or is supplied by the Arduino.
Also you cannot have a DC Transformer, it should be an AC Transformer with a rectifier and filter capacitor.
Please post a pic of your project including the "DC Transformer"
Thanks, hope to help.
Tom..... 