I'm trying to study my protein in different pH conditions (using Gromacs) but how can I change the protonation state of some residues of my protein to mimic different pH? I have already used H++ but cannot proceed.
If your used forcefields supports these residues you can easily determine the protonation states interactively in pdb2gmx (http://manual.gromacs.org/current/online/pdb2gmx.html) via the -arg -asp -glu ... flags. Keep also in mind the charge of the protein termini (-ter flag) and the global charge of your system. It might be useful neutralizing the global charge via Na+/Cl- Ions.
In case you're not shure about the actual protonation states, the Web is full of tools and servers that assess them, e.g. the WhatIF Webserver (http://swift.cmbi.ru.nl/servers/html/index.html) and many more.
Take a look at ProteinPrepare application (www.playmolecule.org), you can predict protonation at desired pH, force any protonation you want and generate a pdb with corresponding hydrogens.