We've discussed this many, many times. Answers range from "short that motherf-r with a screwdriver" to "discharge gently with a resistor". I'm usually in the former group...
1) 400V 2000uF is a whale of a lot of energy (160J). If it's fully charged, you probably should not just short it out.
2) If it hasn't been plugged in for a while, it's not going to be fully charged. These caps have internal leakage, and besides, the power supply would keep running until it has drained the capacitor significantly.
So bearing in mind #2, I'd just short it out. Take a leak first, though

If you think it might be fully charged, pick a resistor: the capacitor will discharge in approximately 5*R*C seconds, and the resistor will dissipate V^2/R peak. You have V (400V) and C (2000uF), so pick a resistor that can drain it in a reasonable amount of time without exceeding its power rating.*
*A massive wirewound power resistor will not mind if you exceed its rating briefly.
Also keep in mind dielectric absorption - if you discharge it quickly, it can regain charge when you remove the load. You should keep a load/short attached for a minute or so to drain it off completely.
Oops, I typed too slowly, looks like you two beat me to it! Oh well, can't let these words go to waste...
How about a slightly safer way that does less harm to the capacitor itself?
I was under the impression that he was going to replace the capacitor.