I think you need a special plug from a PSU that plugs in near the CPU... I wouldn't risk it, but if you feel lucky, throw in some old hardware, but I wouldn't try putting in the adapter and "voila!" on new hardware. P4 PSU's are different from regular PSU's because, I think, the actual processor took more power than the previous series... Just what I think.
I've a number of non-pentium 4 ATX power supplies laying around. So, when I started thinking of building another computer system I was originally going to purchase a new power supply suitable for a Pentium 4 when I came across an adapter on ebay that plugs into one of the molex connectors of a non pentium 4 power supply and, voila!, supposedly makes it into a pentium 4 power supply. Does this really work without cooking the processor or motherboard? The wattage of the power supplies is OK, they just lack the connector.