The problem is the factory supplied duckhead plug that you can pull on and off the Macbook power supply only has 2 prongs and is not grounded. If you plug this into a generic grounded extension cord you are still not grounded since only the 2 main leads are used and the not the ground. The Apple extension cable reference above replaces this duckhead plug with a grounded version molded into a short extension cord.
Not sure if this is an Americas only issues, but it is a common question in these forums