The EndNote citation management software allows you to create your own personal library of references to books, articles and documents. References can include citation information (author, title, publisher, etc.) as well as annotations, graphics, and even copies of the documents themselves. EndNote then works with Microsoft Word and other word processors to automatically add references to your paper and format your bibliography in the proper style (MLA, APA, Chicago Style, etc.).
Zotero is a FREE Firefox application that collects, manages, and cites research sources. It's easy to use since it lives in your Web broswer where you do your work.
Consider it as an online briefcase that helps you organize your citations, and it will even create bibliogrpahies in the style of your choice. (although use that feature with extreme caution since some citation elements may be incorrect!)
Zotero operates on any operating system. It requires Mozilla Firefox 3.0 or greater.
To add Zotero to Word: