There are certainly situations when bad things can happen, but psychofreak may be overreacting in this case--plastic friction + very dry winter air can lead to a significant amount of static. So long as you're POSITIVE (pun unintended) that's where the shock is coming from, you're physically safe. (Note, by the way, that static electricity is very high voltage compared to, say, a bad connection in the computer, which would likely be at much lower voltage, so the sort of crackly shock you get from static generally can't be generated by a malfunctioning laptop.)
As for the question... probably ok. If the laptop is plugged in, and you're using the grounded cord with its brick (the 3 prong one as opposed to the 2-prong mini plug), then it's almost certainly ok--the metal case is grounded, which essentially eliminates any risk of electrical damage to the components.
If its not plugged in, I can't be as confident. If the shock is coming from it, it should be superficial and thus safe. Any shock from you that hits the outside of the case would just travel to whatever it's grounded to, which should also be part of the case and thus safely away from any sensitive components. And I can't say I've ever heard of static damaging a computer outside of someone handling sensitive components inside. But at least theoretically there is some chance of a freak set of conditions frying something sensitive inside.
I probably wouldn't worry about it, but I might make sure I was using a grounded plug.
