To fully turn the PSU on you will have to jump two wires together. If you hold the 24pin with the release latch pointed towards you, count from the right to left over to pin 3 and 4, 3 should be black and 4 will be green (if you have an older unit, some of the newer ones only have solid colors like all black wires) take a paper clip and unbend it and connect those two pins.
When you fully give the psu power it will jump the PSU so the unit will actually turn on. You can test this by plugging a fan into a molex plug to see if you get power.