Dell Optiplex Lights on before Switching on

Hi,
I borrowed an oldish Dell Optiplex (p4 3.0 Ghz ) from a friend of mine (to play games that are not supported in Win7   ) .
I connected the PC to a UPS, and also fixed a DVD ROM in addition to the existing stock CD Writer.
What i notice is when I switch on the UPS( only the UPS. i do not power on the PC) , the power light(green) comes on in the PC for an instant, along with the green LED on the DVD ROM (Note: They are switched on only for a split second) . After that i switch on the PC normally and everything goes fine. Is this a problem? I have very little experience on Desktops as i have been using notebooks for most of my life. So i do not know whether this is an issue - I assume it might be some issue with the PSU. So expecting some advice from you guys.