Use good ol' V=IR. Say you have 100v on your filter caps. With a 500ohm resistor, current=100/500=0.2A. So, P=IIR... if I did that right, your resistor would have to dissipate 20w safely! A 1/4W resistor will blow up. If you use something much higher (10k, 100k, 220k, whatever you have) current will be lower (and I think the discharge will take longer). It's safer to keep the current lower.
Of course, this is all different if you only have 20v on your caps. I usually see values in this range, not 100v or more.
That's my understanding anyway.
An attenuator is usually some kind of dummy load that soaks up some of the output power. For example, you could probably use a lightbulb as an attenuator, or say a 10ohm 50w resistor, etc. Power scaling actually lowers the voltage which the power supply gives to the power tubes. Lower V=lower wattage.
Hope that's helpful, someome correct me if I'm wrong.