Because you are replacing the switch, not installing a new switch, you can get away without a ground. You should install a nonconducting, noncombustible faceplate though.
NEC 2008
404.9 (B) Exception. Where no means exists within the snapswitch enclosure for connecting to the equipment grounding
conductor or where the wiring method does not include or provide an
equipment grounding conductor, a snap switch without a connection to
an equipment grounding conductor shall be permitted for replacement
purposes only. A snap switch wired under the provisions of this
exception and located within reach of earth, grade, conducting floors,
or other conducting surfaces shall be provided with a faceplate of
nonconducting, noncombustible material or shall be protected by a
ground-fault circuit interrupter.
If you were installing a new switch, you would be required to provide an equipment grounding conductor at the outlet. And the switch would have to be properly grounded, in accordance with the National Electrical Code (NEC).
There was a time when an equipment grounding conductor was not required at each outlet, so it's fairly common to come across this situation (especially when working in older homes). You'll often see exceptions like this written into codes, so as not to require a full rewire just to replace a switch.
New info, Better answer
If you are replacing a switch a ground is not required, as per the above exception. However, if you're installing a switch; replacement or otherwise, into a metal box that is grounded. The switch will be ground via the devices yoke and mounting screws. So if the metal box is grounded, the switch is also grounded.
If the box is nonmetallic, and there are other grounded devices within the same enclosure. You can ground the new switch using a jumper between the switches grounding screw, and the other devices grounding screw. Just keep in mind, that you can't terminate two conductors under a single screw terminal. So if you do this, you'll have to use pigtails to make the connection between the devices.
It is NOT safe to obtain the grounding from another outlet.
The grounding wire must follow along side the hot and neutral wires of the same circuit for the entire path back to the panel. The reason for this is to minimize the inductance in the event of a short circuit to any grounded metal, either in work boxes, or in the powered equipment itself (such as the multi-outlet box). Surge protection will be much less effective in cases where the surge is a differential between hot/neutral and ground (which actually is a common type of surge) due to this same inductance.
Inductance is minimized when the wires with the current going in both directions are close together. Their magnetic fields overlap and mostly cancel each other out (there will be a field inside the cable between the wires). When the wires are far apart, their magnetic fields will extend a greater distance and there will be more inductance. Also, metal located inside the "loop" between the wires can be affected by the magnetics (sometimes in a hazardous way).
To correctly upgrade a 2-wire circuit to 2-wire-plus-ground circuit, the cable must be replaced with one that has integrated ground. In some rare cases, the proper cable may have been run, already, but an ungrounded outlet was used.
Simply running a single wire along side the old cable is also NOT safe. The wires of a circuit, when conducting current, will try to physically move apart from each other due to the orientation of the magnetic field. Physically binding the new single wire to the cable with cable ties not further than 6 inches apart for the entire length could avoid that issue (but is still not code compliant). If you are doing that much work, just replace the cable with the proper type. FYI, this was one of the hazards of older knob and tube wiring. Single wires inside conduit are known to move around, but the conduit sufficiently confines the movement so all you get is some noise.
In many cases you can obtain much (but not all) of the safety of grounding with the use of a GFCI outlet. The grounding wire still cannot be used in this case. It just gives a safer 2-wire load. It is not sufficiently safe for appliances that have frequent human contact, like a computer.
Best Answer
Grounding of metal cased equipment is most often done for safety reasons, rather than ESD protection. If a fault occurs inside the equipment that places line voltage on the chassis, the voltage is shunted to ground and will trip the breaker on the circuit. This protects you from accidental electrocution.
Edit: Since this is powered by a brick, safety grounding is unlikely. For ESD protection, the wire can simply be connected to any suitable earth ground. I would suggest whatever method you find most esthetically pleasing.