Connecting my PSU to my Motherboard

I have a Zalman 500W ZM500-HP power, an Asus P5Q Turbo MB and an Intel C2D 3.0 Hhz CPU. I can't get the power supply to seem likes it working. Currently I have the power supply mounted in the case and the MB and CPU connected to it but nothing else is installed or connected. I was trying to test if the PSU works at all and therefore only connected up the MB and CPU. But the PSU fan doesn't spin up at all when powered on and neither does the CPU fan. All I see on the MB is an SB_PWR light goes green. I can't even get other fans, when connected, to start spinning. Do I have a broken PSU? What are the minimal connections I need to ensure the PSU will start up, I read somewhere that PSU's won't spin up unless power to the MB is connected?