Even if your professor doesn't tell you to cite your sources, you still have too. Chances are, if they didn't tell you, they just assumed you know it's required. Any source you get information from whether it is an interview with a person, a pamphlet from a government office, a web page, a journal article, a book, etc. requires a citation. When you use that sources' information, you must give them credit; if you don't you, you are plagiarizing.
When using the library's research databases, many (such as Academic Search Complete) provide the option to place the document's citation information into the the style format of your choice when you go to print, save or email it. Remember to select the APA format (or which ever style your professor requires) and you can save yourself some time. For online resources that don't have this option and when citing from print resources, print and online APA Style manuals are available.
Not sure how to cite a resource? Ask a librarian!
Publication Manual of the American Psychological Association by 
APA Style Simplified: Writing in Psychology, Education, Nursing, and Sociology by 
The Concise APA Handbook by Citing your sources is one of the most important steps in doing research. RefWorks will allow you to store and organize your citations as well as easily create your bibliography/references (whether annotated or not) and final paper in the correct style.
You can use RefWorks to: