Seriously? How much of a shock can a 4 (3.8?)volt battery give you?
Well a camera battery made me bite my tongue causing it to bleed. Sure holding two ends of the battery won't give you a shock, but **** about with it's voltage or current or charging up a load of capacitors and it can soon give you a nasty zap. Take apart a disposable or old digital camera and touch the two electrodes in the flash, I dare you.
Or if you need more proof that a low voltage can cause you pain, go play with an electric fly swap or Paladone Lightning game (uses 3x1.5v AAA batteries).