Depending on how far and what is in the ground you can create an electrical ground loop that will either cause signal noise problems or burn out the ports.
Are both building electrical grounds on the same grounding rod or are they separate ? If the same, then you should be ok. If there is a separate electrical drop to a panel in the out building, you may develop issues. Opto isolators or point to point wireless will eliminate the issue.
Home Depot or Lowes have the crimper for CAT5 / 5e. Radio Shack as well. Many computer parts stores as well. Or online.
Frank