Welcome to the forum, billa14.
As CJay pointed out, the behavior of the power supply is governed by Ohm's Law. You have some control over the limits within which the power supply operates, but you can't break the Law.
One thing that makes operating the power supply seem a bit demented or like "the machine wants to set itself" is due to the fact that it can switch between Constant Voltage and Constant Current modes. There are indicators so you know when it's in which mode, which helps, but you need to understand what happens in each mode.
In Constant Voltage (CV) mode, you set the maximum voltage that the power supply should output. With nothing connected to the output, it will be at that voltage. With a load connected, the voltage can be lower, depending on the characteristics of the load. That's where Ohm's Law comes in. Also note that in this mode you do not control the current, per se. The power supply will deliver as much current as the load requires, up to a limit (either one you set or the maximum that the supply can generate). If your circuit needs 1A, it will try to draw 1A from the power supply. Setting the power supply to 5A will not force 5A into the circuit.
In Constant Current (CC) mode, you set the maximum current that the power supply is allowed to output. With the output terminals shorted, it will theoretically deliver that amount of current. In reality, the resistance of the wire you use to short the output will also limit how much current can flow, but with a sufficiently hefty cable, a few amps should not be an issue. The voltage will depend on the load that's connected and Ohm's Law.
Now, when you have a particular voltage set and a particular current set, the power supply with automatically switch to either CV or CC mode depending on which one it can satisfy. For example, if you set 5V and 1A and your 5V digital logic circuit is drawing 0.1A, then the power supply will be in CV mode outputting 5V and 0.1A. If you then remove that circuit and attach one that is also 5V, but draws 2A, then the power supply will switch to CC mode, the output will be limited to 1A and the voltage will drop to a value below 5V, depending on the equivalent resistance of your circuit and Ohm's Law. In this example, the circuit's equivalent resistance is 2.5 Ohms, so 2.5 Ohms*1A = 2.5V.
So, the power supply's behavior can be controlled and its behavior is predictable, but you must keep in mind that Ohm's Law is a governing factor.