The Official Journal of the European Union is published in two parts, the L Series (Legislation), and the C Series (Information and Notices). The online edition of the Official Journal is available via EUR-Lex.
A typical Official Journal reference might look something like this:
OJ L180/9, 15/5/04 Commission Regulation (EC) 979/2004 of 14th May 2004, amending Council Regulation (EC) 1210/2003 concerning certain specific restrictions on economic and financial relations with Iraq.
You can see from the date that the regulation was published in 2004. OJ L180 is the part number, so you'd look for L180 in the volumes for 2004. Once you've found the correct part, you'd look for page 9.. 929/2004 is the regulation number. The regulation was passed on 14 May, and published in the OJ on 15 May.