If you need +/- rails for circuits, just get a dual output power supply that has series/parallel tracking.
My PS has a Master and Slave output (and 5V fixed). When you enable series tracking, Slave Positive and Master Negative are connected internally and these become your (0) Ground. Slave Negative becomes your (-) negative rail, Master Positive becomes you (+) rail. If you want your supply referenced to earth ground, just connect one of the two (0) Ground points to the middle earth terminal.
If you want asymmetric voltages (ie -5V and +12V), you'll need to set each output, and then manually bridge the Slave Positive and Master Negative.
Series tracking mode only responds to the master controls (which is very important for parallel mode :p) so you get symmetrical voltage rails.
Kiriakos-GR: Mine reads ~10mV when set to the lowest setting on the multiturn pot.
If anyone's interested, its a Zhaoxin RXN-3010D-II Dual 30V 10A + 5V 3A fixed. Got mine on ebay for ~$300AUD although I think it was a mistake as its now ~$450.
Oh, and this may just answer your actual question

If you want a negative voltage, you just swap the positive and negative leads. The voltage is just a reference between the two outputs. If you connect your circuit ground to the + terminal, and the input voltage to the - terminal, you'll get a negative 12V (or whatever you set) difference.