You will most likely be using MLA (Modern Language Association) or Chicago/Turabian style when citing the sources that you use in your research papers. The Writing Center at the University of Wisconsin-Madison also has an excellent introduction to MLA Documentation and to Chicago/Turabian Documentation. These will give you the basic information you need to create MLA or Chicago citations and Works Cited/Reference lists.
You can also import references from the Catalog and many of the electronic databases into RefWorks, or EndNote, two web-based bibliography and citation management systems. Citation management systems will store your citations and build your bibliography for you based on whatever style sheet you specify (MLA, Chicago, etc.).
For information on setting up a RefWorks account see the RefWorks FAQ.
To download EndNote, see the EndNote page