Having a PSU to test various parts can be a handy thing to have, and for a few bucks you can make one without too much trouble. Modders-Inc.com will show you how to make one, but if you're not comfortable with hardware and basic wiring, you might want to hold off on building one of these.
"Modders are always looking for a way to test lights, parts, or LEDs for lighting effects. No one uses the AT standard anymore but those Power Supplies are still available, either from old machines or real cheap. For $12 USD or less you can build one with new parts or if you already have the PSU it is only the cost of the switch."