you want to connect the pos output to the gnd output? NO!
You can easily connect the positive output to mains earth ground, given that the power supply is completely isolated.
If you meant that he shouldn't connect the positive output to the negative output (shorting the output), you would kinda be right. It's not that big of a deal, really, since power supplies usually have current limiting and/or thermal shutdown.
Well, technically you could burn down your house, but you would kinda be asking for it, if you were messing with a power supply with no protection whatsoever.