You must use the APA (American Psychological Association), or another recognized style, when citing the sources you used for your research paper. The Writing Center at the University of Wisconsin-Madison also has an excellent introduction to Documentation that will give you the basic information you need to create citations and reference lists in a variety of styles.
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