Nomad is right, don't bother disconnecting the rectifier. I had a Paco g-30 sig gen zap me the same way. The caps are supposed to keep RF out of the mains but without that ground wire, the capacitors form a voltage divider putting a voltage on the chassis proportional to the divider ratio. Even if the capacitors were matched, that's half the primary voltage on the chassis. The reactance at 60Hz limits the current, which is why you are still alive, but if they are damaged or mismatched, that's not good. Add a grounded cord and put the right value cap in there.