The trick is not to be nervous. If you are not confident then make a note of how many connections are made with your old power supply and match it up with the one you have installed. That way you will know if you have missed one.
The worst part that I find is the 24-pin motherboard connection as it is usually very fiddly and hard to push in. Just be firm but do not crack the motherboard.
I really would not worry, there is not much that could go wrong with a PSU switch.
Good Luck!