In Canada, at least, it CAN make a difference depending on where you
put the GFCI outlet - it has input and output terminals. By connecting
it as the first in a chain you can protect all the other downstream
outlets. That's what the OP is trying to do. Of course, you could put
GFCI's on every outlet, but it's overkill. Or should I say underkill?

--
Joe Legris