I've found that many computer PSUs are weird when it comes to trying to use them as a plain power supply.
The reason is that unless the power cable is actually connected to a motherboard, they often won't power up the 12v or 5v rails.
Supposedly, there's a jumper or something that you can plug into the main power connector that makes the PSU +think+ it's connected to a mobo, and then it will power up even though there's no connection, but I can't seem to find any details right now...