WordNet (r) 3.0 (2006):

at a loss
    adv 1: below cost; "sold the car at a loss"
    adj 1: filled with bewilderment; "at a loss to understand those
           remarks"; "puzzled that she left without saying goodbye"
           [syn: at a loss(p), nonplused, nonplussed,
           puzzled]

Moby Thesaurus II by Grady Ward, 1.0:

31 Moby Thesaurus words for "at a loss":
   addled, at a nonplus, at a stand, at a standstill, at an impasse,
   baffled, bamboozled, beat, bewildered, buffaloed, confounded,
   dazed, floored, fuddled, in a dilemma, in suspense, in the red,
   licked, muddled, mystified, nonplussed, on tenterhooks, out,
   out of pocket, perplexed, puzzled, stuck, stumped, thrown,
   to the bad, unprofitably