Does a SSR need a load to show continuity?

Just got my 24v 350 watt PSU and my 25 amp SSR to power my MK3 heater. I hooked up my SSR to ramps, with no load across the switch, ramps activates the SSR (LED on SSR lights up, showing it is active). I test continuity on switch side and shows open, does it need a load for it to work? Or is this thing broken or something?

Thanks printbus

I think my SSR is the wrong kind, it is AC switch. It wont switch a DC circuit, lame...