My UK MacBook came with two plugs; one with a long cable and an earth connection, and one "short" one that's just the plug head, with no earth connection (the slot that the earth ring from the transformer connects to is just plastic inside).

I get the shocks when using the short connector, and always have.

Here is a DIY guide by someone who figured out how to fix the issue (danger, electricity, don't kill yourself)

http://garethhayes.net/apple-power-plug-not-earthed/