Terminating Power cord.

Should the shield be connected to the ground?
I've seen articles that say the shield should be connected on the wall recepticle end only.
I've seen articles saying it should be connected on both ends.
I've seen articles saying it should not be connected at all.
Over to you.
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Providing the power cord has a third wire, equipment grounding conductor, connect the shield to the ground pin of the plug at the wall receptacle end only. The equipment ground wire will connect at both ends.

What is the nominal wall receptacle voltage in Bangkok?
What does the receptacle ,or plug, configuration look like there? Do you have a picture of either?
If your equipment came with a standard 3-conductor cord (grounded), it requires grounding for either of several reasons. Elecrical shock protection, RFI/EMI shielding from the grounded metal housing, or electronic-related reasons. Since, in this senerio, the component is already grounded with the third wire. Adding a shield over all three conductors will further reduce RFI/EMI emission (includes digital and hi-freq switching component noise) into nearby sensitive interconnect cabling and components. Connecting the shield to either end, will have the same shielding effect over the cord's short length.

Some cords will use the "shield" as the third grounding conductor, giving the same results.

On equipment with 2-conductor plugs, any shielding must be terminated at the wall plug, since that's where the "grounding" connection heads back to the breaker box, and earthed.

Important note:

Unless your home's electrical wiring is run through grounded metal conduit behind outlets and walls, no further RFI/EMI protection is provided behind the outlet, as "exposed" Romex offers almost no shielding properties along it's run, and can reside within mere inches (behind walls) of IC's and components.

Hope this helps.

I checked my voltage 230v. I think they claim 220.

The plug outlets in new buildings look similar to the states though in some the slots are rounded to accept an old Thai rounded two prong.

Older buildings have 2 prong outlets.

I went to a High-End shop today that sells the stuff. He said don't connect the shield.
By the way I double check all the screws on my cords, most needed a tightening. Some have pulled apart when bending too much.
I agree with Viridian and Jea48 about connecting the shield to the wall end (male) plug only but with this caveat: Only if the shield is braided so that you can comb it out and twist together in a tight wire. If the shield is a foil type wrap, just snip it off.