You can over ride that with the method you noted but as presented the PSU sounds defective.
Ok so i bought a coolmax zpg-1200 of ebay a couple days ago for home audio use and this is the second time ive done this, first power supply worked perfectly, still running strong, so i opened it up and connected all the yellow +12v rails together and connected all the black ground wires together from the board, i also connected the green psu on wire to a couple black grounds to turn the power supply on without a load but it doesnt seem to turn on, i flip the switch and the fan runs for a good 2 secs and then it shuts off. I connected my other power supply the exact same way and it worked no problem, what am i doing wrong??? Need help please!!

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic