This is known as "current leakage", and is usually caused by the device being grounded differently than your body is. Or the device being grounded differently than the metal desk, and your hand is the conductor between the device and the desk. See the Wikipedia entry for ground loop.
The voltage differential between the two grounding levels causes a little current to flow from one to the other. It's usually not a safety issue, but it is an annoyance.
This is basically the same thing as the "60 cycle hum" or "ground loop hum" you get on A/V equipment if one of your devices is grounded differently than another, and you're using an analog audio connection between them; the difference in ground levels causes current to flow from one box to the other over the analog audio connection, which sounds like a buzz at 60Hz, because 60Hz is the frequency at which Alternating Current alternates. (It may be 50Hz in your country.)
In some countries (US and possibly others), the AC connector that connects directly to your MacBook Pro's power brick is ungrounded, but the AC power cord is grounded. If you're using an ungrounded connection, switch to a grounded connection. Or vice-versa. See if it makes a difference. If trying out a grounded connection, make sure you have a proper working ground on the outlet you're connecting your power adapter to.
You basically want your MBP and everything else you or it could make a circuit with to be grounded the same way. If you have a metal desk that isn't grounded, consider getting a grounding cord for it as well.
Looking up resources for resolving ground loop problems in audio equipment may give you additional tips and suggestions for how to resolve this.
If that doesn't solve it, call Apple tech support and find out what your options are.