Here are some links to comparisons between the various citation management programs that might help you figure out which one is right for you.
Download and install Firefox (there are Windows and Mac OS versions): http://www.mozilla.org/en-US/firefox/new/
Download and install Zotero for Firefox http://www.zotero.org/support/3.0
Download and install Zotero Word Processor Plugin (choose the version of Zotero you are using, and then the word processor application you are running): http://www.zotero.org/support/word_processor_plugin_installation
Register for a Zotero account (if you want to share your collections with a group): https://www.zotero.org/user/register
Beginner's Guide: http://www.zotero.org/support/
Screencast Tutorials from Zotero http://www.zotero.org/support/screencast_tutorials