I have never been shocked when working on my computer...and that is partly probably because I do it with little to no clothes on (lol). Anyway, of course having wood flooring, not wearing clothes that contribute to static also helps a lot. Other things such as the actual air makeup in your home can add to it too, and lets not forget some people just naturally generate more of a static charge.
I know it sucks, but completely turning off the system is pretty important and doing otherwise can cause you and your components damage.