I have just purchased an Anti-Static Wrist Strap, however no instructions were provided. Obviously the elastic is placed around ones wrist but where do I clip the crocodile clip too in order to ground myself and avoiding damage to any parts of the PC?

There are several ways in which you can "ground" yourself ... the easiest to leave the computer "plugged in" but turned off at the mains or off at the PS. Then clip the CC to the case.

Any central heating system in your house/workshop will be a good source of ground.

Enjoy!

Thanks, I'll clip it to the central heating (making sure it's not hot though)

Another method would be to simply plug it into the 3rd prong in an outlet (the one that's grounded). It's connected to a large metal beam under your house, usually, and that should work. Not sure how european power works, though, but there must be a ground connector.

I like to connect the antenna for my radio (it's a copper wire) into there, and I get great reception).