Unplugging a PSU wont remove the shock threat, they have some big caps that pack a large jolt. If you get it in the right spot can kill you by getting your heatbeat out of sync.

You gotta bleed the caps with a resistor before working on the mobo, as billybob said (we both from their field and schooling) take some classes if you want to mess around with PSUs and CRTs for that matter.

You may see people like Billybob and I mod a PSU, but we've had hours and hours of classes on this stuff nottin beats a good education

I don't think there is part of my comp witout some mod being done to it O_o

just for a funny note, your AC runs at 50Hz and therefore you have a higher chance of touching the wire and not getting shocked but I wouldn't want to be the one doing the touching.