[Hampshire] OT: Using a PC/SPS Tester

I have a dead or seriously problematic something in my day to day desktop.

I am starting by testing the power supply. I have a PC/SPS Tester I,
but have never used it. Before I blow myself, my computer or the
house sky-high I would be grateful for some advice.

1) The "manual" and Google both appear to suggest that I have to turn
on the power supply first, and connect up second, **while the PSU is
live.** Is this correct?

2) I have to leave the 20 pin connector connected while testing the
other connectors one by one.

3) The -5V light may be off because it is supposed to be.

4) The whole thing has to be done fast because the tester may cause
the PSU to burn out if it is connected fro more than a very few
minutes. [I hate having to rush things, especially when I am at all
unsure what I am doing. I like to check and double check. :-( ]

Thanks for any advice/reassurance.

Lisi