I made the mistake of not removing an endmill from the spindle while setting up a part in the vice. Ran my fist into (spindle was off). Cut me pretty good. They cut people even better than aluminum...
Also, shielded cable is good, but you need to make sure you ground your shield properly, or it doesn't do you any good. Usually there is what is called a "drain wire"; a bare wire that runs through the length of the cable and sits against the metal shield. Tie this to earth ground. Don't tie it to your power supply negative, that can just make things worse.