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I believe that for three prong outlets to actually work correctly there needs to be appropriate wiring - a third wire running to the outlet to actually safety ground the outlet. You can install a three prong outlet, but it won't be any better than the ones there now - in fact, they may be less safe because someone using them may assume they actually do have a saftey ground when they don't. It would be very expensive to redo the wiring, so I suspect your best bet is to use the adapters but be extra careful about using electric devices, especially those with a metal casing or other metal parts that you might touch when plugged in.
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Most boxes are grounded, the adapters will work if the box is grounded, and the adapter is used correctly.
Grounds are very important.
BGnR
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The 3-prong adapters should only be used if the outlet box is grounded via conduit or armored cable (that's what the little pigtail that attaches to the center screw is for). This is easy to test, but if you don't know how then an electrician should do it. If the boxes are already grounded via a ground wire or armored cable running to the current outlet boxes (though this is unlikely) it is fairly straightforward to put in a 3 prong grounded outlet.
If they are not grounded, then an inexpensive and safe solution is to install GFCIs in those two prong outlets. They won't give you a proper ground so some equipment may not work, but they will shut off in the event of a ground fault, and most jurisdictions approve this type of retrofit setup as code. Be sure to follow the GFCI instructions explicitly to make sure you do it right.
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I thought those adapters have a little metal ring, so they can be attached to the wall plate with a screw - this is supposed to provide grounding. Did I just make that up?
GtDS
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BGnR is right, if the the wiring isn't too old there is a good chance the box is grounded. If it is, you need to make sure that the little metal piece that sticks out on the adapter is attached by the metal screw that holds on the plastic face plate (the metal screw will carry the current to the box and then the box ground wire will "take" the current away). But unless you are 100% sure that the box is grounded, it would be best not to assume it is.
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[quote Greg the dogsitter]I thought those adapters have a little metal ring, so they can be attached to the wall plate with a screw - this is supposed to provide grounding. Did I just make that up?
GtDS
The box needs to be grounded for that little metal ring to do its magic, GtDS.
BGnR
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davester's advice is probably best - even if you know there is amored cable wiring, it is best not to assume that it is properly grounded. You should test it to make sure. And his advice about intalling GFCI outlets is a good one.
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You can also replace the outlets with GFCI outlets.
They perform magic so that you can have a grounded receptacle hooked to a 2-wire system.
(I'm still not absolutely sure what the big deal is with the ground prong. It's just a second neutral).