Edita,
I would recommend having a qualified electrician take a look at this. It should cost you around $100. Here's why...
It sounds like you may have one of two things going on in the bedrooms:
1) You actually have a ground wire in each box, and just need to swap out your receptacles to grounded receptacles (In this case you are stoked, this is by far the cheaper option)
OR
2) You only have a hot wire and neutral wire in each box and no ground. Installing grounded receptacles won't solve anything. You would need to run new wiring (romex) that incorporates a hot, a neutral, and a ground wire. Yes, this can get expensive fast.
Having a qualified electrician tell you which is going on may be worth your while.
On the other note, GFIs should be installed where the inspector recommends. They will work in those locations without a ground; it's just that whatever you plug in won't be grounded if that makes sense.
Hope this helps.
Bryan Wood
Trailhead Electric, Inc
Golden, CO