Please keep in mind that this is only my opinion. For me personally I would not even worry about it. I have shocked myself on more occasions than I can remember and have never went to see anyone. But this is your health that we are talking about and only you can make the decision that you feel comfortable with. If you are really concerned go talk with a doctor, it can never hurt. Don't forget to unplug the external hard drive so nobody else will get a little shock.
Yes, you should definitely talk to your doctor.