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Here are some guides to citation styles commonly used in mathematics papers. Ask your professor which style you should use.
Programs that works with MS Word and other word processing programs to automatically format bibliographies in a variety of styles. University of California San Diego Libraries offer a comparison chart for some of the most used products as does Wikipedia.
The two most popular programs at Wesleyan are:
Zotero --Free for individuals.
ITS has purchased a license for all Wesleyan faculty, students, and staff to download and use a copy.
Most computers on campus have EndNote loaded on them. To install a copy on your own computer, go to ITS's page for Software and look under "Software for Students," or contact the ITS Helpdesk.
Other popular programs include:
Mendeley --Free for individuals.
Papers -- Pay, works best with Mac.
BibTex --Free, intended to be used in combination with LaTeX, but it has become possible to include BibTeX bibliographies in Word documents.