My country does not have grounding system, How can I protect myself?
Usually the tingle you feel when touching an ungrounded case of a device is due to a capacitor (called a Y-cap, for EMI reduction) from the line to the case.  This is a special safety-rated capacitor which will not allow a dangerous amount of current to leak onto the case.  Nevertheless, the case is intended to be grounded so that you don't feel the tingle.  You could connect the case to a grounding rod or maybe a cold water pipe.

For safety in the case of a live wire contacting an ungrounded case you could replace your outlets with ground fault interrupter type outlets.  Then if you come between line (hot case) and some external ground you would be protected.