Zotero is an application that collects, manages, and cites research sources. The application for Windows, Max and Linux is available for download at zotero.org You can also download the Zotero Connector which allows you to save information/content from many library databases and the web directly to your Zotero library.
Zotero allows you to attach PDFs, notes and images to your citations, organize them into collections for different projects, and create bibliographies. It also includes a cite while you write plug-in for Word and the Zotero Connector can be used with Google Docs.