Most likely a voltage selection issue, or fault on the PCB.
o Very cheap PSUs have a horribly high DOA rate
o They often are not fully ATX compliant re protection
A quiet fizz is the filter, a louder noise the big primary electrolytics.
This is where ATX compliance matters

o ATX compliant PSUs should tolerate full circuit by shutting down
---- on removal of the short-circuit the PSU should be undamaged
o ATX compliant PSUs should not emit smoke, matter or such like
---- some smoke is however inevitable in some component failures
o ATX compliance says nothing about voltage selector protection
---- unfortunate, since 220V on 110V damages PSU primary side
I mention ATX as recoverable on short-circuit for another reason:
o Laptop-brick & DC-to-DC convertor boards are becoming popular
---- 120-200W in a tiny board board, £20 for 200W versions
o Many convertor boards are not quite ATX compliant
---- short-circuit is triggered at 120-200%, but is non-recoverable
Using a big 12V Industrial/DIN fanless PSU you can power many PC
boards silently, but short-circuit protection needs careful thought.
Hopefully damage is limited to the PSU.