The usual problem is it blows the fuse when you first switch it on and it charges the caps through the bridge on the high voltage side. I've found a good way to check to see if this is going to be a problem is to switch it on and see if it blows the fuse.
If so, you protect it with an NTC thermistor, also called an Inrush Current Limiter (ICL), also called an RTH. This has a high "cold" resistance, which drops as it heats up. You will find one in most switchmode supplies between the bridge and the cap.