How to change receptacle w/no ground
If you indeed have no ground in the box, the correct and code compliant action is to install a GFCI outlet, marked "no ground attached" (there should be stick-on labels in the box with the GFCI).

You could also replace it with a new 2-prong outlet. Under no condition should you use a normal 3-prong without connecting the ground or connecting the ground to neutral ("bootleg ground").