What shocks? Why would one need a shielded cabled for the HE-500s? They are low impedance and are ususaly driven by an amp with even lower impedance.
Are you thinking about the microphonics caused by touching the cable or it rubbing upon itself? If so that's not electrical.
The shock is like a static electricity shock you can experience by dragging your
feet across the carpet. I think by using the shielded cable, it is grounded by the
shielding to the amp. Just a thought. I have a dedicated circuit for my electrical
source so I don't think that is the problem. When using another set of cans on the
same set up I don't have this experience. When I wrote about this previously there
were some other people who experienced the shock. Oh well, life goes on but I
would like to solve the mystery. Thanks