New GFI Has power going to the line side but, it will not set. The instuctions states that it nwill only reset when power is supply to it. I checked to make sure that white and black wires when to the correct side of the GFI. I even took the new one back and bought another one, thinked that the first one was bad. I am still having the same problem with the socound new one. I need help

You've got something wired wrong. Hard to tell from here.
If this were only one I'd say maybe bad GFI, but the same problem with a second new one confirms it.

Its totally possible that the GFCI is doing its job. How are you sure you don't have a ground fault, is there nothinhg downstream? Did you remove the small yellow label and connect another fixture downstream?

I agree with Stanfortyman,
It's unlikely two new gfi receptacles would both be bad...
What you can try is to remove the load side wires from the gfi, then
Turn the circuit back on and see if it will reset.
If this works, then you do have a ground fault on the circuit farther downstream.

What is connected to the load side of the gfi? If they are things that are plugged,
Un-plug them, reset the gri and plug them back in, one at a time...
Puzzles can be fun!

Assuming that you have nothing plugged into the outlet, you are probably using the wrong set of terminals. Read the directions. I did that once, all previous ones had the unprotected terminals covered with the yellow tape, that one had the GFI protected terminals covered with tape. Nearly drove me crazy until I finally read the directions.
Just move the wires to the other set of terminals.