Power Supplies for Stepper Motors

Hi all, I'm working on my converting my Manual Taig to CNC and
acquiring parts. I purchased a 28 volt Switching Power Supply from
MPJA. It's made by Lambda. The fellow that made the Driver cards is
now telling me that the switching power supplies have a problem with
instantly responding to demands. The switcher needs a load to be
outputting voltage. I suggested that I install a couple of filter
Caps to assist in providing the instant current demands. But in
retrospect a 100 meg. resistor would probably do a better job of
getting it up on it's toes and ready to supply. So did I just waste
$150 purchasing the wrong supply? Or are there others out there
using Switching Power supplies? Or should I drop it and get
something more along the lines of a transformer for a power supply?
Thanks for any and all assistance.
Michael :-)