If it's always in the same location / setup, have an electrician look at your wiring. If it is a bad ground then it's worth your time to have it fixed. I had a similar problem in a an apartment I used to live in. Everytime I used the mic I was fine. But if I was playing the guitar and grabbed the mic, a big spark would jump out of the mic.
If it happens when you move your setup, then it might be a piece of gear. It's probably a good idea to fix whatever it is. Otherwise you'll electrocute yourself in a bad way, or something will catch fire, or other bad things.