Hrrrmmm...
Well in general, you want to make sure your HOUSE's electrical box is properly grounded, as in that 3rd pin should have a connection to earth ground, such as an earthing rod, or a metal segment of your water in/out
Because the keyboard (well designed ones at least) should be grounded through its usb connection with the PC..
Now, the PC must be grounded, and the PC connected to (Your HOUSE) must then also be grounded..
That's why in certain other countries (older houses) which don't have an earth ground, all their metal electronics, like macbooks, pc cases, cellphones feel Fuzzy to the touch, this is due to electricity riding on the surface of the device..