I have a K10D and use it with a Celestron C90 mirror lens with a T-mount. Shorting the connector pins is not necessary except to enable catch-in-focus (maybe not even then).
The menu settings for manual focus lenses are as follows.
Using Older Lenses on Pentax K10D, K200D, K20D | Ricoh Imaging Support
When set as in the link above the flashing "F--" should go away. When in manual mode pressing the green button should activate stop-down metering and set the appropriate shutter speed. Using the DOF preview will activate stop-down metering and the EV bars in the viewfinder. You can then adjust the exposure by adjusting the shutter speed with the edial and the f-stop with the aperture ring (if any) on the lens.
Catch-in-focus will not work with the camera set to manual (MF) focus. You will still get the focus confirmation beep and indicator in the viewfinder but the shutter will fire even if confirmation is not indicated.