My macbook pro is getting some current while connecting to external monitor
I get this too, a vibrating sensation when I touch the metal casing of the MacBook, when my external Samsung monitor is connected to my MacBook Pro via HDMI. Like you, it goes away when I plug in the MagSafe cable. The vibrating only occurs when my MBP is on battery AND when the external monitor is connected.

It is NOT normal.

My belief is that current from the monitor is being passed into the MBP because the monitor is not earthed. I'm using a 2 prong plug on the monitor, while my MBP is using a 3 prong plug. I'm going to try and buy a new cable for my monitor with a 3 prong plug to solve this because I'm worried it's doing my MBP no good. (Currently I leave my MBP plugged into the mains when I use the external monitor, something which doesn't do the MBP battery any good either!)

UPDATE
Well, I bought a new cable for my external monitor with an earthed plug (or so the shopkeeper said) but it's had no effect. Still get the vibrating!