This actually happens to me fairly frequently (with a different set of headphones) when I'm jogging. I assume the cord accumulates a static charge as it rubs up against things, and then discharges by "shocking" the inside of the ear (not too deep, but where the bud actually sits inside the canal). Scared he hell out of me the first time it did it (I was sure I was going to be deaf
) but all is well, and I don't worry about it anymore.
One a side note: are you using the little foam covers on the buds? The don't fit in my ears with the covers on, so I have the metal mesh exposed, which I'm sure only encourages the problem.