Turn off the power at the circuit-breaker box. If the circuit breakers aren't labeled, you can locate the proper switch by plugging a radio into the outlet you plan to change. Turn off the switches until the radio goes off. Then place a piece of tape over the switch to make sure no one accidentally turns it back on while you're working on the outlet.
Remove the outlet cover plate and the screws holding the outlet in place.
Test the outlet with the circuit tester to be sure the power is off.
If there are two pairs of wires entering the receptacle's box, separate the wires from the box into two pairs of one white wire and one black wire. Make sure each pair of wires enters the outlet's box in the same spot. One set of wires will be the "line," or power supply. The other set will be the "load," which carries power to additional outlets on the same circuit. A GFCI outlet, properly installed, will protect all the outlets on the "load" side. If there are only two insulated wires entering the box this receptacle is at the end of the circuit. Skip to step 8 if that is the case.
Make sure the wires are completely separate from one another, then turn the power back on at the circuit-breaker box.
Use the circuit tester to determine which set of wires carries the power. Note the pair of wires that has power as the "line," or power supply.
Turn the power back off and test the wires with the circuit tester to make sure the power is off. Using needlenose pliers bend the end of the wires into a hook shape, if they are not that shape already. If the ends of the wire are nicked or damaged, trim off the damaged area, strip about one half an inch of insulation off the end of the wire and use needle nose pliers to bend the end.
Connect the power-supply wires to the terminals marked "line" and the load wires to the terminals marked "load." Connect the white wires to the silver screws and the black wires to the brass or gold screws. Make sure the wire wraps clockwise around the terminal screw so the wire is pulled tighter as the screw is tightened. The outlet may also indicate appropriate color connections.
Twist the two bare copper ground wires together with a short length of bare copper wire (approximately 10"). Cap the twisted together wires with a wire nut. Connect the short length of bare ground wire to the green screw on the GFCI outlet. If the receptacle box is metal and the old outlet was grounded to the box with a single short length of copper wire or wire with green insulation, simply reattach this grounding wire to the GFCI outlet.
Gently tuck the wires into the outlet box and push the GFCI outlet into the box, screw it into place, and attach the cover plate.
Turn the power back on at the circuit-breaker box. Plug the radio into the outlet and turn it on to test for power. Press the black button or "test" button on the outlet. If the radio turns off, the outlet is working. Press the red button on the outlet to reset it. The radio should come back on.