Cables used for conducting audio signals usually have some kind of metal shielding wrapped around the conductors to provide protection against electrostatic and magnetic hum fields. Shields must be connected to ground for protection from electrostatic fields.  If you're using XLR cables disconnect the shield from the ground pin (#1) at one end of the cable so as to avoid ground loops. (It is useful to be consistent in which end of the cable you disconnect from ground to avoid confusion and potential lifting of ground from both ends.) 
The following shield types are given in order of protection capability: (the more shield coverage the more protection) foil (best for permanent cabling) 
metal-braid (best for flexible cables, eg. microphones). 
double-spiral wrapped (second best) 
spiral wrapped (worst) 
see: co-axial cable, cable