Whats the deal with ground?some people tell me that yhe scope is grounded directly to the wall jack and that I should not need the ground cable, but if I dont use it, I cant get a signal...
Ground is just a reference potential. The safety ground of the scope is the scope's reference, true, but most low voltage circuitry will be at a different (usually oscillating due to noise) potential. By linking the two grounds they're both working from the same reference.
Think of it this way, say you switch the scope to DC coupling and put the probe on the positive terminal of a 9V battery. Nothing happens, or at most you get some noise. There's nothing completing the circuit from the other side of the battery to the scope (or saftety ground), so the scope can't measure anything. The battery is at a 'floating' voltage, the grounds are unrelated. By connecting the probe ground you complete the circuit. You could connect the negative terminal of the battery to safety earth and get the same result, but there would be a lot more noise because the current has a huge loop (antenna) to flow through.
To see this effect in action, try setting your scope to about 200mV/div (AC or DC coupling) and touch the end of the probe with your finger. This is the same as holding the tip of a cable attached to a guitar amp. That horrid buzzing is now a waveform on your screen. You may have to do some work to dial it in, and you'll see it best if you switch your trigger to 'Line' (triggers directly off of the AC line voltage). This is a floating measurement using you as an antenna. Try the same thing with one hand near a dimmable light or adjustable fan and you'll see the horrid waveforms that triacs emit.
Any circuit that's referenced to safety earth (ground or otherwise) won't require the probe ground, but it's still useful. By using it you cut out a huge amount of loop area and cut your noise down to a minimum. In a floating circuit you can also take differential measurements between any two points because you're free to define your measurement ground by whatever you clip your probe ground to. For example you could swap the battery around and you'd get negative 9V on your scope (well, a bit more than 9V, check a fresh one with a meter to see what I mean).
Hope that helps some. If I messed anything up I'm sure folks will set me right.