Is the PSU new? - if it's 2nd hand it may simply be stuffed.
Is it an ATX type? If it is, have you joined the green wire to one of the black wires?
How much load do the resistor and bulb put on the PSU?
What is the wattage rating of the bulb and ohms value of the resistor?
Once you've got it switched on, read the vollts on the 12v line.
Then start charging a battery at 5 amps and take another reading on the 12v line. What is that reading?
The fact that yours doesn't seem to stay on unless it is pre-loaded (with your charger etc) seems to indicate that the 5v load isn't good enough.