Just a few things to think about "The Internet" vs. The Library Resources that are accessed via the Internet, or why Wikipedia, ask.com or Google are a good place to start, but can't be your only sources. The resources that the Library provides to you that are accessed over the Internet are not, per se, "The Internet." They are electronic versions of things that were, for the most part, once printed resources. Indexes, dictionaries, digitized images, even whole books. So they retain their scholarly value while things that you find in Wikipedia, ask.com, or Google are put there by anyone who feels like it and you really can't trust it without extensive additional research - e.g. the recent stories about the businesses and politicians that have been altering their Wikipedia entries to eliminate events that give them bad PR, so its scholarly value is often suspect. More details are available from the UWM Libraries' FAQ on this page http://www.uwm.edu/Libraries/help/02.html
Citing Your Sources
Citing your sources is fairly straight forward. You need to provide information that uniquely identifies the item that you're citing so that someone else can track down it down themselves if they want to. The content of a bibliographic citation is not arbitrary, you need to provide specific information that is determined by the citation format you are using. For most materials they include: author(s), title, publisher, place of publication, date of publication. For some materials you will need to add things like page numbers (for an article or book chapter), URL and date viewed (for a website), date of interview (for a taped or transcribed field interview).
The UWM Libraries has a page that gives information on the different citation formats, with examples. These include, but are not limited to Modern Language Association (MLA), American Psychological Association (APA), and Chicago Manual of Style which is distilled into an easy to use guide by Kate L. Turabian. The page is http://www.uwm.edu/Libraries/guides/style/styles.html.
Every article in New Grove has a button that looks like this . It will give you the properly formatted citation for the article. It will also give you what you need to export the citation to RefWorks.
Wikipedia is a place to start. But it is not authoritative, and you can not cite in a scholarly paper. This article gives you a pretty good idea of why. As musicians, you should start with New Grove (or Oxford Music Online as it is now called). The articles are written by the foremost scholars in the field and the bibliographies are verified and extensive.
This webpage at UW-Stevens Point is a terrific way to track if what you are looking at is a primary source or not http://library.uwsp.edu/Guides/webtutorials/primary.htm.