Apple - How to properly ground a MacBook Pro
tl;dr
Use the extension cord! It is grounded.
Apple's grounding madness
You need your device to be grounded. The charger can be grounded because the metal pin that holds the adapter is (subtly) also the ground:
You need the plug to be grounded too. Obviously a 2 pin/prong plug is not grounded, you'll need one with 3 of them, but even in this case you have to check if the adapter's socket/shoe has metal in it (AKA is connected to the ground), because you can't take that granted at Apple! Just check out this picture from this article:
This is a 3 prong UK plug that has a grounding prong, but they haven't connected it! Fortunately at the extension cord there is a connection. You have to carry that extra 1.8 meter of cable tho...
So at Apple, the rule of thumb is that if it is an extension cord, then the socket is connected to the ground pin so it is probably grounded, if it is the small adapter, then there is no connection in the socket so no grounding for you:
The left picture from this answer shows the difference. The metal is more visible in the magnified picture on the right.
Hacky solution
Technically you could hack the not grounded 3 prong UK (Type G) adapter (that I mentioned before) to connect the ground prong to the grounding pin as shown in this tutorial. Of course, unless you want to use it with a Type G socket instead of the many other types, you will need to use another (grounded!) adapter to convert it to your desired (grounded!) wall socket.
Your specific mac only grounds itself through the magsafe connector if you are using a grounded plug. In the US, standard power means the "duck head" two prong connector is ungrounded. (Or unearthed to some) Use a three conductor plug to ground the device and check your MagSafe pins to be sure they extend fully and mate correctly with the Mac.
The adapter article from Apple has some good tips and a nice picture.
You shouldn't be able to feel any tingle due to you being better grounded than the mac if your outlet is properly grounded.
You'll have to check with an electrician or take your mac to another outlet that is known to be properly grounded if you are already grounding it through the wall if you still feel the tingle with a grounded cord.
This sort of ground current drives me nuts (even though it's normally totally safe). I have on occasion intentionally grounded one of the plastic feet with foil when I am waiting for the electrician to fix an outlet or I am working in a location where I can't get a proper ground.
Well I have just experienced this tingle on my Macbook Pro with the magsafe 85w power supply and the 3 pin plug lead with a UK 3 pin plug.
I could not believe that Apple would not earth the machine via the magsafe adapter, so I detached the power lead from the 85w power supply block and took a look how they earth it. The power supply block has a 2 pin connection for live and neutral and the earth connects via the 10mm dia stainless steel stud that the plug lead [or the plug with no lead] slips over to lock it onto the block. Then I saw the problem! On the end of the 10mm stud, the manufacturer had put a 12mm disk of protective plastic [the peal-off film type that you often find on say a new phone screen]. So in their efforts to keep the stud looking shiny and polished, they insulated it from electrical connection, that is they insulated the EARTH STUD !! Just peal it off, plug it back together and [unsurprisingly] there is no more tingle from the alloy case.