Many engineering components are designed to resist random loads. They may have a wide range of frequencies which excite dynamic modes in the structure. These dynamic modes can lead to vibration-induced failures. Random loads are often expressed in the frequency domain using a Power Spectral Density (PSD) function. This is often taught as a purely mathematical concept, so engineers often have little intuitive feeling for it. We will tear away the mathematical mysticism behind the PSD and describe it in an intuitive and simple way.