Ive read many of the posts on ESD, and had a question on grounding. I have a static wrist band and am about to build my first computer. Am I suppost to connect it to the case that I am building with while the PSU is plugged in. Isnt that dangerous?
If you're building the machine from scratch, I'd ground the strap to something else -- like the center screw on an outlet. This'll let the machine not be powered, and you won't energize anything before you're entirely ready.
Indeed, if the power supply is off, it won't matter. It's easy to accidentally switch on when you've got a cable in the wrong spot dangling, or something, though.
If you're working on the machine after it's together, then clipping the strap to the case is fine.