BigMoe,
This depends on the type of pump you buy. AC pumps need a direct connection to the AC power (wall) and DC pumps plug into the PSU. I've read that as a rule, AC pumps are quieter and, of course, don't draw from your powersupply. I wired up my AC pump to safeguard frying my CPU as follows:
I cut a hole in my case and installed a male plug identical to the one on the back of a PSU. This allows me to 'plug my case into the wall.' I then dangled a female plug out of my case so I could plug my PSU into my case. I then hard-wired my pump to a switch that will kill the power to the wall and to that female 'dangle cord' effectively cutting the power to the PSU. Hit the switch, and the pump starts and gives power to the 'dangle cord.' The result is that the computer cannot be turned on without the pump running.
I hope this doesn't sound to confusing, but I was worried about the same thing as you--other people firing up the computer without the cooling and burning up my junk. This way, it can't be done unless someone plugs my PSU directly into the wall and not into my case.