A partial quick test of the PSU is as follows:
1) Unplug the damn thing.
2) Remove side of case and disconnect the 20pin molex to the mobo and the 4 pin CPU power connector if applicable.
3) Locate the GREEN wire on the 20pin connector(there is only one), jumper this to any BLACK wire on the same connector(all blacks are ground).
4) Plug the PSU into wall, turn on the back power switch on the PSU. The fans should come on in the case and the PSU.
5) If nothing happened then you have for sure a dead PSU.
By partial I mean this does not check the condition of the 3.3 and 5 volt outputs, only the 12 Volt outputs. Your problem sounds like a completely dead PSU. No biggy for $30 you can replace in easily.
Cheers.