I've seen that site before but it seems to me like you should be able to do this a lot cheaper!
Take a copper, or bronze, Rod and drive it into the earth just outside your bedroom window. Get some insulated copper wire, strip the end of it and wrap it around the top of the copper rod. Then run the rest of the wire through your bedroom window to your bed. Strip the end of the wire and attach it somehow to your foot
voilà! You are grounded!
You might somehow want to figure a way out to make the part that attaches to your foot and easy breakaway kind of connection to the wire. In other words maybe put a snap at the end of the wire and then attach another shorter wire to the snap which that attaches to your foot. This will ensure that if you wake up in the middle of the night and forget to unplug yourself you won't trip over anything
Another thing I thought about... lightning. Not sure how that would work as far as lightning goes
But overall it seems like it would work just fine and for pennies on the dollar