So unfortanetly my house sold at auction on 3/7/2011 to a third party I am being told. However I havent received any documents on what to do next. Fannie Mare came by informing me I was eligible for cash for keys. However they called back stating since it was sold to third private party they will not be able to assist me with that. I have no clue what is next. Also I had been working on a modification review with Bank Of America and it was in the final stages but was not able to get determination on time.

Please help me.

You need to check on the specific laws in your state. In Washington State you have 20 days from the sale date to vacate the property. If you don't then to get you out the new owner has to file an Unlawful Detainer Action, which takes time and is expensive for them. That's why the banks have a cash for keys program. Negotiate with the new buyer to see if they will offer you an incentive to move sooner and avoid the unlawful detainer costs.