Grounding is a big deal, especially when you connect things that are far apart. In this case, the cable distribution point is far from you and there is resistance between you and them. Even if you ground very well at the point of entry, there can still be current on the ground line because of the distance between you and the distribution point. This makes it possible (probable) that there is a difference in potential between your local ground and ground at the source. That causes a ground loop too. For this reason, I generally find it good to isolate the grounds with a transformer, so cable ground is not connected to the ground on my system. That way cable ground is provided at their point of contact and mine is lifted, floating wherever it rests. The transformer couples the signal, and that's all I want from the cable line.

Another thing that can cause fits is there are usually two different power circuits within your home. They come from two sides of a 220v feed. If you have some devices connected to one circuit and other devices on the other circuit, you'll get hum when you connect the two. Usually, wall sockets in a room are all on one circuit but not always.