Power supply help please

Hello
I'm new to repraps and electronics in general and need some help.
So I'm following the directions to a T on my reprappro Mendel . So far so good till I got to the power supply. I got everything wired and got good connections to all plugs and contacts on the power supply but in the directions it says that I should get 0 olms when touching the ground plug on main ground wire and the case to power supply and I get a reading that gives a number till I hold it there for 15seconds till it slowly drops to 0. Is this ok? Also what setting should my multimeter be on? There's so many setting on it for olms. There is 200, 2k,20k,200k,2m,20m,200m all in olms section? It only goes to 0 when it's on 2m setting. All other ones flash different #s then they go away. I feel like a idiot!
I'm trying hard to learn this stuff but I'm feeling overwhelmed with this part I've checked all wires to make sure there not touching any others. Can any one help me?

You're not going to get exactly 0 ohm unless your PSU is a magic room-temperature superconductor or your DMM is inaccurate. Dirt on the surface and varying pressure on the electrodes (and resistance in the wires) will cause differences in the readings. You'll want to set your meter to it's lowest range for the best accuracy in this case. 0 ohm is impossible unless you're dealing with superconductors (which your meter still wouldn't measure accurately). Filter capacitors in the PSU will also cause varying resistance readings in this case as well so it's not a good idea to measure it that way. Power it up and measure the voltage under load. If it's a 12v power supply, a car headlight is a good load to place it under while testing. I just use a broken computer power supply to power my unit (broken in that the 5vsb doesn't work making it inadequate for a computer). Measuring wire resistance to ground is a waste of time and isn't needed in this case. It's more important to know the voltage under load.

Thank you this was helpful. It looks like I need a new power supply the one I have is very cheap! There is a copper strip on the underside of the pcb that is flaked off so I will get a new one and try that. Thanks again. If anyone has a site I can get a better quality one from the link would be appreciated!