Hi ataul,
Yes, that is what I meant. I have also just noticed that you do not have a capacitor from the output of the LM317 to ground as shown in the data sheet. I think building a supply designed for the voltage you require as suggested by Tony would be a better solution than connecting supplies in series.
The shunt diode should be rated for 10A to protect the LM317 and shunt the short circuit current of the 2.5A supply capacitors and you can use a Polyfuse instead to protect both.