if you want to earth your case, just connect the earth connection in your case with a simple wire and put the other bare end of the wire pinned under the table leg or something. that would be enough.
necessary? depends on the safety level of your device. as far as a PC is concerned, i haven seen anyone having a proper earth connection here in Pakistan except for industries.
If you earth your PC (i mean your PC case then you wont have those shocks when u touch it but they can also be avoided by wearing slippers, or standing on a carpet (and not touching the wall
) when you touch your PC case.
PS: proper earth would mean that there is a proper earth (ground) connection (like 20-50m deep), and the third pin in the socket (usually the bigger one the the top) be connected to that earth connection