I have attached all piping and filled heater, when I touch the electrical outlet box (metal cover) and copper piping I get a shock. The wiring in the electrical box has the ground attached to the box. The wiring is 2 wires plus a ground. The outlet has space for three wires (2 hot wires and 1 nuetral) but no ground wire to be attached. What can I do to prevent this shock?

Sounds like something is barley shorting to ground, or the water heater itself.

A throurough investivation is needed to find the culprit. Look for loose connections. Make sure its properly grounded.
You may also try postin this in the lighting and electrical board, as this sounds like an electrical issue.