Testing a computer power supply?

I think I have a bad power supply. I have a tester that has lights for the +5V, -5V, +3.3V, +12V, -12V, +5VSB, PG voltages for the 20 pin connector of a power supply. The thing is that I have only used the PSU tester once and that was over a year ago so I forgot how to read the lights. If I test an ATX power supply for an older HP computer (which has a 20 pin power connector and the 4 pin auxilary cable), when I connect the 20 pins to the tester, should ALL the lights turn on? I'm asking because when I connected it, all the lights lit up with the exception of the -5V light. I am not sure if it's supposed to do that or not. Can someone help clarify this for me?