  Recent studies of galactic nuclei suggest that most galaxies are seeded by
super-massive black holes which power the central nucleus. In this picture, the
proto-galactic object is likely to have undergone a very active phase during
which the surrounding medium was shocked and heated up to very high
temperatures. We predict the cosmological effects of this scenario in terms of
the thermal and kinetic Sunyaev-Zel'dovich distortions induced on galactic
scales by a population of proto-galaxies. These predictions are compared to the
observational limit on the mean Compton distortion set by the COBE-FIRAS
instrument. This enables us to derive tight constraints on the fraction of
proto-galaxies seeded by super-massive black holes as well as on the black
hole-to-spheroid mass ratio. Finally, we estimate the contribution of such a
population to the angular power spectrum of the Cosmic Microwave Background
temperature anisotropies on very small angular scales ($l\simeq 10^4-10^5$).
