ChumP :
You can ground yourself by touching your case from time to time.
Also don't plug in your PSU while your building your PC.
Having your PSU plugged in (but switched off) and mounted in the case is what allows you to ground yourself by touching the case. Otherwise, touching the case doesn't actually ground you.
+1 to what has been said above, just touch something metal that's grounded. For me I typically touched one of the PSU mounting screws on the back of the case (with the PSU plugged in but switched off, as I mentioned). I've also found a variety of other objects near my desk that are grounded, such as the screws that hold in my light switch cover, a lamp with a metal base, etc.