When you say "Optus cable" do you mean the cable from the set top box to the TV?
Its not unusual for a small current to be carried over the HFC cable that cable companies use. It wont hurt the TV.
This is from Whirlpool
...it is quite normal to see a slight voltage on your cable shield due to the floating ground potential of the shield. The transformers used to power various pieces network equipment on the cable are ungrounded and hence may have a ground-earth potential of a few volts. This is not dangerous despite the fact you may feel a slight tingling when handling the cable shield whilst being grounded yourself.
BTW, if are you using a coax cable from the STB to TV check what other STB to TV connections are available as you wont get the picture quality of "component" or S-video connections. If the Optus STB has HDMI connectors, use that (doubt it, as Foxtel doesnt). Component cables would be the next best option but get good quality cable.
Puzzled by the DVD player giving a shock, unless its static electricity contributing to it. If you are using a power board, is it good quality?