static buildup

Hey, I was wondering if anybody could help me with something that has been bothering me lately. I have a new music room and I am having problems with static build-up. Let me describe what I mean. It is particurally a problem with my record player. When I first begin to play a record it sounds fine, however as the music continues the distortion becomes more and more apparent. When I go to lift the arm I always get a big shock, one that is audible through the speakers. This also happens with my CD player only the audible effects are not detectable. Anyone have any ideas. I will admit I am new to this hobby so any help would be greatly appreciated.