It means your case isn't independently grounded. That isn't as good as if it was. If you are in the US, where the wall voltage is 120VAC, then the neutral wire provides some protection. If you are in a country with 240VAC power, then you don't have a neutral. If you have no neutral, then touching a water pipe is the next best thing to get any static discharged. It is DIFFICULT to hurt a PC with static discharge. Not impossible but difficult.