A certain minimum load on the main feedback output is always required for any SMPS to give a stable output - In most cases the auxiliary voltages are linked with the main output only through their output winding ratios. This situation leads to very poorly regulated auxiliary voltages, when the main feedback voltage is not loaded enough. There are smarter power supplies that try to cross-balance the feedback, but most cheap ones won't to to those lengths.
So, as I suspect, a fat wire-would power resistor (fat only for wimpy electronics guys) would be required on the main voltage to ensure stable outputs regulated enough.
Generally +5V is the main winding and 10 ohm 10W would be good ratings for the power resistor.
You would need the pins 14 and 15 on the ATX connector shorted to bring up the power supply