You should be able to check the motherboard voltages in the BIOS, but there won't be much load on the PSU at that point. Still, if any of the voltages are off by much in BIOS it should be an indication that your PSU is dodgy.
What I would recommend is to download some system monitoring software, either from your motherboard manufacturer's website or a generic program like SpeedFan to monitor your system voltages when the system is under load (i.e. gaming).
According to some advice in another thread, my PSU might be knackered too, so I might have to take my own advice and check my voltages when I get home this evening