Computer power supplys are of the "switched-mode" design (this makes them smaller and more efficient than traditional supplys.) However, earlier models didn't like being operated without having a load connected (it's a bit like it being very easy to over rev. a car engine when it's in neutral) Modern supplys
should be fully protected against that, but unless you've got a technical spec which confirms this, I would err on the side of caution.
Why do I mention this ? well, if you've got a dodgy connector, and you haven't actually managed to connected the PSU up to the motherboard, you might have managed to fire it up unloaded, possibly damaging it

(I have dead disk - well, the motor's OK - which I plug in to new PSUs so that there is always something there to load it...)
HTH,
[ There was one model of PSU that I came across that had output protection in the form os a fuse
inside the PSU case, so if it blew, you couldn't replace it without opening the case and invlidating the warranty...

of course, once it was
out of warranty

]