Zotero (pronounced "zoh-TAIR-oh") is a downloadable program that automatically senses content in your web browser, allowing you to add it to your personal library with a single click. Whether you're searching a database or the library catalog, Zotero has you covered with support for thousands of sites.
Zotero collects al your research in a single, searchable interface. You can add PDFs, images, audio and video files, snapshots of web pages, and really anything else. Zotero automatically indexes the full-text content of your library, enabling you to find exactly what you're looking for wth just a few keystrokes.
See also this great guide published by the Zotero developers themselves. Also available as a PDF.
Zotero is a great tool that can make managing citations and creating bibliographies much easier, but it is not perfect. It may occasionally make mistakes importing data or piecing together citations, so you need to be familiar enough with your preferred citation style to proofread any content Zotero auto-generates.