We need more information on what you are doing. You say you want to replace a wall receptacle - presumably the standard double outlet in a metal box in the wall. If this is an older house and the old receptacle has only two parallel slots in each outlet with NO third round or U-shaped hole, it is very likely that the wiring supplying the box does NOT include a Ground lead. In that case, changing the wiring to provide a Ground at the box can be done, but it takes some knowledge you appear not to have yourself. You'll need some friend who really does know how to do house wiring, or a professional.
Now, if the old outlet DOES have the third hole for Ground, the box it's mounted in MAY have a Ground lead coming into it in the wiring cable. If you turn off the breaker or unscrew the fuse that feeds this box, you can take off the cover plate, remove the two screws holding the receptacle in the box, and look at the wires connected to the receptacle unit. Are there black and white wires, one on each side of the unit, and a green wire to a screw near the bottom? If so, you have all you need there - the green one is Ground. When you replace the receptacle, just make sure you mount it in the box the same way (usually with the round holes pointing down) and the black, white and green wires are connected to the new one in exactly the same places as on the old one. USUALLY on the new receptacle unit the side screws are color-coded. The black (Hot) wire goes to the brass screw, the White (Neutral) wire goes to the silver screw, and the green (Ground) wire goes to the green screw.