Power supplies can be tricky business and usually can't be fixed, but if you're feeling lucky get the screwdriver.
My guess is that during shipping either the fuse inside the PSU came loose or the motherboard plug wasn't making full contact. First you would want to see if you could get it to work by plugging everything back in inside the computer to see if that was the problem. You don't have to bolt it in, just make sure the plugs are tight. If that didn't work, UNPLUG the power supply from the wall and computer and open the dead power supply (this will void the power supply warranty if it had one). Look look for a fuse, but don't touch anything else. Make sure the fuse is good and is making good contact with the holder.
If your power supply still doesn't work, just forgetting about it or take it to a shop. ;)
Most PSU fuses are pc mounted, you can meter them out for continuity using a Ohm meter. To change the fuse is going to involve removing the pc board from the case standoffs as the solder connections are on the underside. This will make the capacitors accessable which can be dangerous as they will hold a linevoltage charge for a very long time. If you have the tools and tech abilities go for it.
If you have a volt meter you can take the 20/24 pin connector and make a short between the green wire and any black wire and then plug the PSU into the wall receptacle. This will turn the PSU on and you should be able to take readings of the different rails.
Orange +3.3 VDC
Red +5 VDC
White -5 VDC
Yellow +12 VDC
Blue -12 VDC
Green Power Supply On
Thank you all. I have replaced the PSU with a new one, and sold the system as didn't have a good beginning. What I gained though was now I know how to check a PSU with a multimeter. Thank you again. CHEERS:cheesy: