Well, the easiest and most obvious thing to check first is to just unscrew the outlet from the wall and look if there's even a grounding wire attached. I have seen houses with 3-prong outlets installed, but without any grounding wire attached (it's clearly a code violation, but people do it anyway).
If you do have a grounding wire attached, it's time to nose around and see where they go if you can. If you're in an older building, sometimes wires are grounded through the pipes...until someone unknowingly replaces a section of pipe with PVC.
Another obvious place to look is outside where your electric service enters the house and see if there's a separate wire literally running into the ground.
If you find out that your outlets are not grounded, you have a few choices. You can switch them to two-prong outlets (probably the least desireable option). If you find that your grounding wires are run through the pipes and there's a PVC section, you can run a bridge wire across that section to reground it (check on your local electrical codes first, in case this is no longer allowed...while it used to be common, the idea still gives me the heebee jeebees). Anything beyond that, and you should probably employ an electrician to remedy the problem, just so you don't invalidate any home fire insurance by attempting to do it yourself, even if you know what you're doing (and since you're asking the question, I'd venture the guess that you probably don't know what you're doing on this one).
