PSU metal case is live /
Short answer, anything with a metal case that is not double insulated should be grounded for safety. A live to earth short circuit fault inside the computer will create a life threatening condition. Make sure the supply is fused and install a ground rod connected to the supply outlets ground connections.

I experienced exactly this condition in Portugal which is supposed to have European standards on electrical installations. I was getting a tingle from the metal screens on the speakers of an old laptop. As has been pointed out this is low current and not harmful itself. It is however a warning that all is not safe with the electrical installation.