I want to power a 500 watt car amplifier from a 240v mains wall socket. What do i need to do this?

You will need some for of 12v power transformer or a power supply similar to the link you provided but I'm sure you could find a cheaper DC power supply. If you don't want to spend any money and you have a decent car battery charger it might work. Your amp will need up to 25amps at 12-14.4 volts. SO anything that can provide 25amp at 12-14.4v should work. Many car battery chargers on the market are capable of doing this but if it is something you will be using everyday and for long periods of time you should find a power supply of transformer.