letme get the straight here mate, you powerd up you'r pc with out any cpu? if so don't get suspicious if you'r pc will act weird.
Every wrong connection or missing connection can cause problems like this, i'll give you an example.. One day I tried to connect the firewire port that is on my case side, although my mobo didn't specify it supports it (And it doesnt) I have seen a plug that fits it, so I plugged it, once I powerd it up every LED and fan in my case was barley moving (my cpu fan wasn't moving AT ALL) and I was like "Wth? My psu is dead?" --- NO! It was just the fact I connected something wrong that caused the whole power act odd --- so if you'r cpu is missing it just might cause odd problems to the rest of the pc... more likley than that the psu is dead..
heres an easier way to tell if you'r cpu is dead or not, put it on another mobo, like in a friends pc or something..
-Jo/