I just installed a couple GFCI outlets a few days ago. (By the way, as I understand it, they protect against grounding problems. They are not circuit breakers which trip when the circuit is overloaded. They are useful when water might be around, such as in the bathroom, or near aquariums, etc.)
I got them at Lowes, but I'm sure Home Depot and other hardware places carry them.
The package has minimal instructions. First, plug a lamp into the old outlet and turn it on. Then turn off your circuit breakers one at a time to find the one that makes your lamp go out. Mark this circuit breaker so you can find it easily. Leave the circuit breaker off, and unscrew the outlet cover, and outlet screws holding it in the metal box in the wall. Pull the outlet out of the wall so you can get to the screws holding the wires. Assuming it has two cables (each with two wires) and a separate ground wire, disconnect the two wires of one cable. Plug your lamp in and turn the circuit breaker on. If the lamp comes on, you have disconnected the load cable, which goes on to another outlet. If the lamp does not go on, you have disconnected the line cable, which provides electricity from the circuit breaker to the outlet.
The replacement GCFI outlet should be marked for line and load, and you just move the appropriate wires from the old outlet to the GFCI. Being alternating current, for a given cable, it doesn't really matter which is right or left. But do not mix the wires from the load cable with the line cable. (It just trips the main circuit breaker probably for the whole house. Be sure you know where this is, and it may be on the outside of the house separate from the breaker box for each local circuit. And don't do this at night unless you want extra fun.)
Finally, move the ground wire to the GFCI outlet.
If you only have one cable (two wires) and a ground, that one is easy - this is the end of the circuit and the cable is a line. Just move the wires from the old outlet to the appropriate match on the GFCI.
If your outlet has three cables (six wires) and the ground, it just means that one of the cables is wired in common with your line cable, and it goes off in another direction providing power to another outlet. My new GFCI outlet, for the line part, had four holes in the back (two for line in, two for line out, where you can place the bare wires and tighten with side screws to hold them). It also had holes in back and also side screws for the load cable.
If you make mistakes, be sure you have the circuit breaker off before you go moving wires around. You can test the circuit with the lamp to make sure the electricity is off before you touch any wires.
Follow the instructions that come with the GFCI box.
If you burn your house down or electrocute yourself, I didn't write this. A licensed electrician might be cheaper (and faster).