First, thelorax121 - sorry for half hijacking your thread here; but, this is a good topic of discussion for those interested in a bit of theory. Additionally, if there are any TV/Radio Station Electricians that want to chime in - Please Do! They have the bigger problems with grounding and isolation then you can possibly imagine!
How would he go about grounding a PID that does not have a ground? Not sure what OP is using but for example Auber PID that I have does not have a ground terminal and the case is plastic.
OK so on the theoretical level and this is probably WAY too deep for this discussion - and to that end I think I went a bit off the deep end with my previous post; but, for the interested here is the control theory...
When utilizing PID controllers without a case, line, or sensor ground, you want the thermocouple (your temp sensor) to be electrically isolated from your entire system. Isolated/Ungrounded thermocouples have a much slower response time but an increased safety and control factor. This isolated state allows the controller to set its own ground/zero potential plane where ever it so chooses - +5V, -5V, +20V, 8002V, does not matter.
When utilizing PID controllers WITH a case ground and non-isolated sensor is when things become a bit tricky. You might want the high response with a steam system which has the capability to rapidly heat fluids. Hypothetically ... suppose your SSR, pump, or other piece of equipment is leaking current via its case and has raised the ground plane from 0V to 5V - meaning that 5 volts of potential is leaked back to the ground line through your entire system and your total potential between Line and Ground is now 115VAC as opposed to 120VAC. In order for the controller to not to have skewed input data, its ground plane at the controller must additionally be raised by 5V, there by putting the sensor and PID controller at the same reference potential.
This is why you have to match the style of thermocouple to the style of controller and additionally shows the importance of proper grounding NOT JUST FOR CURRENT but additionally for equal references for your electronics.
Sorry for the tangent but hopefully someone will find some resolution to their problems here.
Peace