Anti-static wristbands are simple, strap it on so the metal part touches your wrist, and put the other end on something metallic like tie it to your PSU (don't worry it's safe to do so, but if you're paranoid you could always tie to to a metallic doorknob, make sure it wasn't painted thuroughly as I'm not sure how conductive the paint would be if it even was). Also, if you're a cheap bugger like me, and you have lots of copper wire? you can make a home made anti-static wrist strap by tying some around your wrist (not too tight your your skin will get marks) and tie the other end to psu or someother conductive metal. Handy stuff that copper wire eh? lol.
Now remember, the copper wire will be a little more bulky and uncomfortable, so if it's too much just buy an AS wrist strap, and leave me tied to mine.
And yes, as much as we would all like it to be so, electornics aren't fail-proof. Odds are you got the 1 in maybe 1,000-10,000 (just ballparking numbers hea) of leadtek vidcards that died.