engine starting 1999 Denali

I have a 99 Denali that is really having problems starting. Once its warm it seems ok. I have checked the charging system and replaced the fuel filter, but it did not seem to do anything to fix the problem. I can hear my fuel pump whining when I turn the key and before I start (or try to) the vehicle. I have read about a couple of things and just have a few questions:
1) What is the ECM and where do I find it?
2) What is the Fuel Pressure regulator and where is it located?
3) Any other ideas?
Thanks in advance for the help.....