I'm living in an Asian country and there isn't a ground connection provided on sockets here. There is only L (live) and N (neutral) so I need to use a 3-to-2 converter. It means that the ATX case does not connect to ground like in other countries and when I touch the case I feel hurt by electricity.
When using a volt meter to measure, it tells me that the computer case reaches ~80v AC between me and the computer (Ground —> Me —> Computer).
I found an ATX power supply circuit and I found that the ATX shield is connected to the ATX AC input circuit between the L and N lines and there are two capacitors in the middle.
I'm very new to electronics and I don't know why they connect the shield like that and I think it may be dangerous in my case? As I see the shield is connected directly to the L line so it's very dangerous if I don't connect the case to ground?
See the circuit here : 
Best Answer
EMI shielding
Look at C2/C3. This is a capacitive voltage divider that indeed will make your computer's case carry a voltage of approximately half the line voltage when not connected to ground. When your computer is not grounded and you touch the case you may feel the tingling and it should not reach a dangerous level. The two capacitors are there to improve the casing's performance for high frequency shielding (which a power supply like this as a lot of), so you mustn't remove them.
Safety ground
The other reason for the casing to be connected to ground is the fact that the entire case is made of metal and is easy to touch. Whenever some components fail or a wire comes loose, the entire case may carry line voltage and that can be leathal. When connected to ground, either the internal fuse will blow or an GCFI (Ground Fault Circuit Interruptor) in your home will trip.