This is a characteristic of your mains AC supply. You won't get a shock off things not connected to the mains AC earth (usually plugged in appliances and radiators/water pipes).
The MacBook power adapters here (NZ) don’t have an earth pin, but my MacBooks give me vicious shocks. I always wondered if finding an earthed adapter (must be available in other countries!?) would fix this.
In most countries untried it is illegal... But if you crack open the power supply and remove the "Y" capacitor (usually the only bright blue component in there), these shocks won't happen anymore.
The downside is your MacBook might start giving out radio frequency interference...