You will most likely be using Chicago/Turabian style when citing the sources that you use in your research papers. The Chicago Manual of Style and Turabian's Manual for Writers of Term Papers, Theses, and Dissertations are both available at the Dana Library Reference Desk. The Writing Center at the University of Wisconsin-Madison also has a nice introduction to Chicago/Turabian Documentation that will give you the basic information you need to create bibliographic citations.
The Library of Congress has a guide on How to Cite Electronic Primary Sources that show Turabian-style examples.
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