Is this a single shock that you no longer feel as a tingle once you
have your hand on the unit?
If yes, then it is common static build up, probably on your body that
is discharging to the path through the metal case.

If it is a continuous tingle, then there may be some leakage current in
the device.

Simply disconnect the dvd player from all other devices (tv, audio,
etc), plus it in, and measure the voltage between the metal case and
ground with a 1K ohm resistor across the meter leads. If you still
measure a significant voltage across the 1K ohm resistor, then there is
a problem in the dvd player. Then reconnect it to everything else, if
you now measure a significant voltage across the 1K ohm resistor, then
you have a problem with another device that is connected to the DVD
player.