It is important that you follow the manufacturer's instructions with respect to the use of a GFCI. Test permanently wired GFCIs monthly, and portable devices before each use. Press the "test" and "reset" buttons. Plug a "night light" or lamp into the GFCI-protected wall outlet (the light should turn on), then press the "TEST" button on the GFCI. If the GFCI is working properly, the light should go out. If not, have the GFCI repaired or replaced. Press the "RESET" button on the GFCI to restore power.
If the "RESET" button pops out but the "night light" or lamp does not go out, the GFCI has been improperly wired and does not offer shock protection at that wall outlet. Contact a qualified electrician to correct any wiring errors.