depends.... the whole point about an optoisolated board is that it should seperate PC ground (the shell of the D-type and the PC case) from the CNC ground. In most cases they will be at the same potential... but equally they could be several volts apart (for instance if the PC was powered from a different phase of a 3phase feed... not uncommon in factories that derive their 240 from the 3-phase coming in).

The point is, what do you mean by ground? the PC ground or the CNC ground? In this instance the 'common' rail for pins 2 - 9 on the BOB output can either be +5v or 'ground', which is 'CNC_ground' and is the same potential as the -ve side of the external supply to the BOB. Chassis ground could well be PC ground, depending on how the BOB is installed, so if the common rail is not 'CNC_ground' you need to take RTN back to the -ve side of the supply to the BOB and not to chassis ground.