Testing short in circuit
What you noticed with your "normal voltage PS" is very logical. When you short circuit the output, in the absence of current limiter, the voltage drops as the current rises, since the PS cannot drive the necessary power to keep voltage high. That is until the main transistors or some other components burns out.

To avoid this disaster, nearly all decent power supplies have a current limiter circuit, as @crj11 suggested. If you don't have access to this equipment, you can buy a PS kit very cheap and assembly it yourself, or build a current limiter - the "how to" is just a google away.