Ok, I'll help, but if you are not comfortable going into the panel box, please call a licensed electrician.
First kill the power at the main panel. Then,Check your "white" wire and follow it down back towards the panel box. And check in the box, It should be on a silver bar connected through a screw.
And if it is loose, try to determine why, and who else is loose. Do you have aluminum silver wiring?
It sounds like the nuetral is loose. If your GFCI senses an imbalance between your Black - line load and your white- nuetral it will not work. GFCI outlets have nothing to do with grounds except they do not want you to become part of the grounded cuircut.
Hope this helps, and I'm sure an electrician will be by to explain more.