Grounding a NST

[stanmoore-at-xxxxxxxxxxxxxx (by way of Terry Fritz <twftesla-at-xxxxxxxxxx>)]

I have started rounding up parts for a small tesla coil. I have obtained a
15,000v/30ma Allanson NST.  Should the 110VAC primary have a ground?  In other
words, do I connect with two wires, or three with the third grounded to the NST
case?
 
Thanks,
 
Stan