dead power supply caused by cpu?

I bought a used Athlon 850 awhile ago and finally got around to testing
it on a used and untested socket A mobo that I bought today. The system
didn't boot and since I'd already tested everything else I figured either
the board was bad or the cpu. So I opened up my regular box running an
Athlon 1.33G and put in the 850. Fans spun, but screen was black and after
7-8 seconds the board (Epox 8KHA+) shut itself off.
Figured it was some protective mechanism and this demonstrated that the
cpu was bad. So I put my regular Athlon back in the EPOX and...nothing. No
fans, no lights, nothing. Naturally I freaked, but after I calmed down, I
checked the power supply and it was dead - no juice coming out of any
channels.
I swapped out another P/S and now I'm fne, but now I don't know what the
heck happened. Did my Epox fail to boot because it was in the midst of a
coincidental failing power supply and thus, the 850 might still be good? Or
can a bad cpu potentially kill a power upply? I don't see how but I'm sure
not trying the experiment again until I get plenty of assurances that it was
purely coincidental.

Thanks - Gil Theissen