I agree that a relay in or from your power supply to switch on the pump is a good idea.
My only reason for NOT doing it is because I'd like to know if I have a leak in my system BEFORE I power the motherboard or CPU. Again, that's the only reason I don't do it.
I have my pump on a separate power cord and always verify the system after I've either moved it to a LAN party or done any maintenance on it.
Hope that helps you some...