Is it very bad if you use an unshielded cable to make a RGB cable??
Denpends on the length of the cable and how much stuff around it is throwing out EMI. As long you're only running it a few feet, and not across your microwave, you should be fine.
1.2 meters, and usually next to a TV or Hi-FI, but not a microwave ;)
The first few cables I made were not shielded, but as I used them I started to notice problems cropping up here and there. While it works fine not to have shielding on the SNES or (believe it or not) N64, I had problems with ghosting on my Saturn and PS1. The effect was magnified exponentially when I tried using it on my PS2. :blink:
I'd suggest if you could possibly do so, use shielded cabling. You can drop by a thrift store or whatnot and cut up some old PC cables to get the proper lead, and then just solder away. :) Also, most SCART cables sold are shielded, so no worries there.
And the shield must be grounded for it to work properly, isn't it? If you leave it unconected, is it as doing nothing??
Yes. The grounded shielding will capture any EM radiation that might induce a current in your video lines, thus causing interference. The current generated in the outer shielding will be instantly grounded, leaving your video signals clean. (At least, I'm pretty sure that's how it works. :blink: )