I bought the Rosewill Anti-static wrist strap from newegg and when I open it inside the strap that you would place around your wrist is very sticky. Is it suppose to be like that? If not then what should I do? Is this a defective anti static wrist strap?
I've got a crazy idea but... If I tie a metal wire around my wrist and tie it to something made of metal would it be the same thing? I can't seem to find one of those things in my country.
No, it would kill you.
You missed one very important component. There's a resistor in there. I think it's about one megaohm, but don't try this without looking it up. The idea is to allow only a very small current to flow, so that if you touch a hot wire, or even something with a large static charge, you won't get zapped. Static charges can zap you; I have a small scar on my right wrist to remind me of that.
Also, tying it to "something made of metal" won't quite do the trick. The idea is to make sure that you and the components you are touching are at the same potential, to avoid sudden current flows. Like when you walk across a carpet in the winter and then touch a doorknob, or rub a balloon on a cat. So you have to be attached not to ground (although you could ground the whole mess), but to the PC you are working on.
I actually have a mat to work on. The mat is mildly conductive and has a metal snap. The ground cord to me on one end and the chassis on the other snaps into that snap. So the PC, any component I lay on the mat, and I are at the same potential.
If you want to see something that REALLY shows the idea of equalizing the potential without tying to ground, use Google or YouTube to find out about the people who use helicopters to service long-distance power lines. The guy on a platform outside of the chopper will reach out to a live, extremely high tension wire with a pole that's tied to the chopper electrically. Sparks and lightning. Then he can work on the wire. There's no path to ground at that voltage, since the chopper is up in the air.
It's actually faster and more cost-efficient that doing the same service from a big bucket truck or climbing. Probably safer, too, as there is no possible path to ground. Don't touch the other wires or the tower, though.