As long as we don't know anything about the circuitry and shielding and grounding management Juan uses, we cannot give good advices about this issue, I think.

The truth is, that there are situations where you have to connect the shield at both ends, and that there are sitautions where this is strictly forbidden! As a rule of thumb: Either you avoid ground loops totally or you make so many, that all these ground loop currents vanish. But there's no compromise!
The idea of connecting the shields at both ends, means 'everything to everything', is just to decrease potential differencies between separate ground locations. And as connecting the shield at both ends is the only way to deal with high frequency EMI, in modern recording studios this concept becomes more and more used.

Have a look at

http://www.compliance-club.com

At places where relevant ground currents can run across the shields, the concept of 'PEC' is used. 'PEC' means: Parallel Earth Cable.

But to be fair enough, this grounding practice can result in total disaster in certain rough industrial applications, where so high ground currents can flow, that cable shields will melt!!!

By the way, if someone thinks cable shields should be never connected at both ends, then please have a look at your monitor you are sitting in front of: Monitor and PC have separate connections to protection earth via separate mains cables. And, both grounds are also connected via the video cable, which shield is connected to ground at both ends...

In the case of Mahmood this procedure also helped. Here equalizing different ground potentials via cables with shields connected at both ends was advantegous over the disadvantge of introducing ground loop currents. So, what's the better way must be analyzed from case to case.

Kai