Switch off the power to the outlet at the circuit breaker or fuse box.
Unscrew the outlet cover and set it aside. Remove the screws holding the outlet in the junction box.
Loosen the screws holding the wires to the outlet. If you are installing a GFCI outlet to replace an old outlet, remove the wires and set the old outlet aside.
Cut off the bent portion of the wires and strip off a half-inch of insulation from each of the wires. There should be one black wire, one white wire and one bare copper wire in the junction box. Bend the bare metal at the end of the wire into a hook shape with the pliers.
Hook the bare metal wire around the green screw on the GFCI and tighten the screw. This is the ground terminal. Hook the black wire to the brass screw; this is the hot terminal. Connect the white wire to the silver screw; this is the neutral or common terminal.
Push the outlet into the junction box and mount it in place with the screws. Install the outlet cover for your GFCI and screw it in place. Restore power to the outlet.
Test the outlet. Press the "Reset" button and plug something in and power it on. Then press the "Test" button. The power to the outlet should cease. Press the "Reset" button again to restore power. If the power doesn't stop, switch off the circuit, remove the outlet, and switch the black and white wires.