Is grounding with RCA is safe?

skipskip,  I am with almarg on this one, I don't see evidence the OP is defeating the safety AC cord ground.

In the US/Canada, unless the latest NEC/CEC has changed, it is acceptable to connect an isolated DC ground to chassis/safety ground, and technically if the voltages are >50V, it is a requirement you do, though I can't comment on the subtleties unless I delve back into that. In Europe, if my memory serves, on the DC isolated ground of an AC connected unit, you cannot connect the DC ground to the Earth/Safety ground for most applications (though for battery systems you do). Everything I do is isolated so I have not needed to delve deeply into this in a while, so if someone is more up on current regulatory requirements, please pipe up :-)

quanghuy147, as some have stated, maybe your solution is better, maybe not, but you believe it is, so lets make that assumption. Within any given piece of equipment, there are parasitic capacitors, potentially many of them, between PCBs, wires, and the chassis. The impact of those capacitors is how close the PCB/wires are to the chassis, and the frequency of both the signal (and noise sources). If you have some equipment that is poorly designed, then a connection from the DC ground to the chassis ground can eliminate some of those capacitors and make your system better.  This could be the case with sensitive analog circuits, but also systems with digital noise, switching power supplies, etc. 

Shorting the two grounds can also shunt common mode noise into the safety ground, instead of sending it out over your RCA cables.

If you are concerned with safety, but want to accomplish much of the same thing, instead of wiring directly from the one RCA to the AC safety ground, connect them with a capacitor. Ideally that would be what is called a Y-Rated safety capacitor. You can get them up to 1uF.  Typically these capacitors are small to prevent leakage current at 50/60Hz AC frequencies. At 120V, 1uF in series can pass 45mA, more than enough to kill. However, we are assuming you are keeping your AC cord safety grounds intact.

It’s safe.
Now, there are two complications:

1. as noted you could create a ground loop, but from your report of improved sound, you didn’t, so don;t worry about it.
2. Safety, and effectiveness, depend on how your component is grounded internally. The outside RCA connector is signal ground, for sure. But signal ground and chassis/safety ground may or may not be the same.

• they may be connected internally
• they may be independent internally
• there may be a switch (many of my designs had one to eliminate ground loops)
• They may be connected via a resistor, sometimes around 1-meg-ohm

So, while it won't injure you (its grounded after all), it might or might not provide an improvement.

G

Thank you everyone for your valuable inputs. I never thought that I could get this much help from audio community. 

So if I understand it correctly, what I am doing this is 99% safe. Besides, doing this can compromise the accuracy of the system.

However, I'm concerned about the 1% for my audio gears and safety of people around me. Also, I don't want to mess up with the accuracy of the system. Therefore, I am thinking about a DIY passive grounding box, which is a wooden box with different minerals inside. I think it does not take much time to turn what I am having now into a  DIY passive grounding box. 

Not to take sound quality into consideration, do you think that this solution is safer and less interferes with the accuracy of the system? 

I disagree that grounding options could reduce the accuracy of the system, **unless** they also created a noticeable hum.  no hum, no foul.
The key to grounding is to have ONE connection to ground - and everything else grounded to THAT.  Typically that one point is the preamp.
What I would do is

a) find out if your preamp connects signal and chassis grounds. Ideally float the signal.  Find out the same for your other components.
b) either  b.1) don;t ground any other components or b.2) ground them all to a single power strip/conditioner plugged into a single outlet.
never, ever plug some components into outlet #1 and others into outlet #2. That's the recipe for a ground loop.
Grounding chassis of components to actual earth (3rd plug) is always both safe and good at reducing radiated noise. The problem only occurs if the manufacturer connects chassis to signal grounds.
but I'll re-emphasis --- if it soudns better and has less noise, it almost cannot be creating a loop.
G