Something wrong. Better have it fixed by a tech if you can't find the cause yourself.
My CPU cabinet is giving electric shocks. Not in the whole cabinet but in the back of the cabinet where the motherboard outlets are, also inside the cabinet (the chassis). I did some googling and read tons of articles regarding this.
P.S.: I have proper grounding.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic