There's a connector on the motherboard that says key, but I think that only blocks the mouse and keyboard if used right?
Correct. Open is normal usage, closed is keyboard and mouse locked.
Sounds like a bad power supply, to me. I never tried powering up an A4000 power supply with nothing attached, but I suspect the fan inside it should spin up. (The A3000 PS spins up the fan even with no other load, as do the old AT style ones [and even some ATX ones, provided you have it wired properly to start, at all].) And your A4000 supply certainly shouldn't be making a low-humming sound!
