Please help me make a health system with GUI. I cant do it!

I agree that you should probably use GUITextures for this. I've written some example code based on what it looks like you're trying to achieve. I'm sure this could be cleaned up a bit, as I know JS but I wouldn't say I was an expert. So my apologies if it's a little messy. I've added commenting to explain the different behaviors, and I hope I've done this adequately. Please let me know if you have any problems or questions.

 //The GUITexture for the health. Create a GUITexture and assign the full
 //health texture to it
 var healthTexture : GUITexture;
 
 //Then assign the corresponding health textures directly to these slots
 var health0 : Texture2D;
 var health1 : Texture2D;
 var health2 : Texture2D;
 var health3 : Texture2D;
 
 var health = 100; //Starting health
 
 var zeroThirdHealth = 0; //The amount of health that counts as none (I'm assuming it's 0)
 var oneThirdHealth = 30; //The amount of health that counts as 1 third
 var twoThirdHealth = 65; //The amount of health that counts as 2 thirds
 var threeThirdHealth = 100; //The amount of health that counts as 3 thirds
 
 //The GUITexture for the lives. Create a GUITexture and assign the full
 //lives texture to it
 var livesTexture : GUITexture;
 
 //Then assign the corresponding life textures directly to these slots
 var lives0 : Texture2D;
 var lives1 : Texture2D;
 var lives2 : Texture2D;
 var lives3 : Texture2D;
 
 var lives = 3; //Starting lives
 
 //Is there a life 0? In other words, once the life count reaches 0, does the
 //player die, or do they still have one more try?
 var life0 = false;
 
 //You can use this just to test the damage system beforehand. Just click
 //the box in the inspector to call the ApplyDamage function with 35 damage
 var testApplyDamage = false;
 
 function Start () {
 
 }
 
 function Update () {
 
     //Just for testing
     if (testApplyDamage == true)
     {
         testApplyDamage = false;
         ApplyDamage(35);
     }
     
     if (health > threeThirdHealth) //If health gets above the 3 thirds point, bring it back down
     {
         health = threeThirdHealth;
     }
     
     if (health < zeroThirdHealth) //If health gets below the 0 thirds point, bring it back up so it doesn't go negative
     {
         health = zeroThirdHealth;
     }
     
     //Display the appropriate life texture
     if (lives == 3 && livesTexture.texture != lives3)
     {
         livesTexture.texture = lives3;
     }
     
     if (lives == 2 && livesTexture.texture != lives2)
     {
         livesTexture.texture = lives2;
     }
     
     if (lives == 1 && livesTexture.texture != lives1)
     {
         livesTexture.texture = lives1;
     }
     
     if (lives == 0 && livesTexture.texture != lives0)
     {
         livesTexture.texture = lives0;
     }
         
     if (health == zeroThirdHealth && lives == 1 && life0 == false)
     {
         //Player dies
         print ("Player has died");
     }
 }
 
 //Displays the appropriate health icon. Call this function from anywhere to
 //apply damage, and specify the amount of damage to apply.
 //Like this - ApplyDamage(35);
 //If you're calling this function from another script, you'll need to let
 //that script know where this one is. You would just assign the object
 //THIS script is attached to to a GameObject variable slot in the inspector
 //pane for the script calling this function.
 //Like so - *ObjectWithThisScript*.GetComponent("*NameOfThisScriptExactly*").ApplyDamage(35);
 //You would remove the asterisks (*)
 function ApplyDamage(damage : int)
 {
     health -= damage; //Subtract the specified damage from the current health
     
     //If health is at the 3 thirds point, display the assigned 3/3 health GUITexture
     if (health == threeThirdHealth)
     {
         healthTexture.texture = health3;
     }
     
     //If health is equal to or over the 2 thirds point, but is still under
     //the 3 thirds point, display the assigned 2/3 health GUITexture
     if (health >= twoThirdHealth && health < threeThirdHealth)
     {
         healthTexture.texture = health2;
     }
     
     //If health is equal to or over the 1 third point, but is still under
     //the 2 thirds point, display the assigned 1/3 health GUITexture
     if (health >= oneThirdHealth && health < twoThirdHealth)
     {
         healthTexture.texture = health1;
     }
     
     //If health is over the zero thirds point, but still under the one thirds point,
     //display the assigned 0/3 health GUITexture
     if (health > zeroThirdHealth && health < oneThirdHealth)
     {
         healthTexture.texture = health0;
     }
     
     //If health is under or equal to the zero thirds point, but the lives are above
     //1 (either 2 or 3), reset health back to maximum but subtract a life
     if (health <= zeroThirdHealth && lives > 1)
     {
         lives -= 1;
         health = threeThirdHealth;
         healthTexture.texture = health3;
         //Add any sounds/effects for losing a life here
     }
         
     //If health is under or equal to the zero thirds point and the player had 0 lives
     //left, they die. (This is if life0 is set to true)
     if (health <= zeroThirdHealth && lives == 0)
     {
         healthTexture.texture = health0;
         //Player dies
         print ("Player has died");
     }
         
     //If health is under or equal to the zero thirds point, but the player still
     //had 1 life left and life0 is set to true, do the same as usual
     if (health <= zeroThirdHealth && lives == 1 && life0 == true)
     {
         lives -= 1;
         health = threeThirdHealth;
         healthTexture.texture = health3;
         //Add any sounds/effects for losing a life here
     }
         
     //...However, if they had one life left but
     //life 0 is set to false, then they lose that final life and die
     if (health <= zeroThirdHealth && lives == 1 && life0 == false)
     {
         lives -= 1;
         healthTexture.texture = health0;
         //Player dies
         print ("Player has died");
     }
 }