In MS Word 2007, there is a little feature called: Insert Citation and build in Bibliography. It is very handy for me when I write my paper.

When I refer to the resource in my paper, I click Insert Citation, add the resource information. And in the end of the paper, I insert the built in Bibliography. Right click the Bibliography, click Update. The Bibliography information will automatically updated with alphabetical order.

I like it as it is automatically track the citation I used in the paper. Hopefully you see it is handy to you as well.