Please confirm the following:

• the exact program that you used ('Gene Set Enrichment Analysis' can be interpreted, generally, as gene enrichment, and also as the program developed by the Broad Institute of Harvard and MIT)
• the input that you used for GSEA
• the output that you have obtained (paste a sample of the output - we cannot see your screen from here)

I concur with what Kevin wrote -- your question lacks details in order to help you precisely, but given that you seem interested in disease enrichment, you may find the DOSE package useful, which focuses on disease-related ontologies.