You need to check whether or not the outlet box is alreay grounded. Even if there aren't three wires, some of the older setups have metal outlet boxes that are grounded. Use a continuity tester. (It's two wires attached to a light. You can pick one up cheap at Home Depot or Lowes.) If the box is grounded the light will illuminate when you attach one wire to the hot wire of the outlet and the screw that attaches the wall plate to the outlet box. If it doesn't illuminate there's no ground.
If the box is grounded you can bond a ground wire, or install a self-grounding receptacle to the box, and use a GFCI.
If the box is not grounded you can still install a GFCI but it should be marked "No equipment ground."