Welding question

[Rob]

I feel kinda stupid asking this, but here it goes.

I have a small wire-fed welder, but not much experience with it.
My first question is about safety: I've seen guys on TV getting a shock from the welder ? How would this happen ?
Does this happen when you don't have a good ground ? I always thought you could not touch the metal you are welding, but again, it looks like that's not a problem ?

Anybody know any good books on welding ?

Thanks,

Rob.