This will be brief, because I'm hungover...
PC Building Precautions | Build Your Own PC
A quick Google reveals the upper link, which appears to shed light on some things to keep in mind when building or just tinkering with PC parts in general.
Some things that off-hand come to mind, is to avoid wearing jewelry that could conduct electricity or hook onto parts of the computer thus damaging it; as a general rule, I take off any jewelry that could interfere, and I tie back my hair and make sure to ground myself before dealing with live parts. The following link elaborates on this sort of thing a little more:
Anti-Static Methods | eHow.com