Ok - let's try this again!
I use a book database to keep track of all my research books. And generate bibliographies for my wips, which really helps with the documentation of sources. When I have time, I go through and annotate the bibliography, so I know which books are most useful. Generating a booklist is also useful, in case something happens to your computer - that way you can easily rebuild the list of sources you used for your book.
If you use the internet for research a lot of the time, be sure to back up your list of favourites/bookmarks. When at all possible, copy really vital information into another programme and include the URL from where you took it. There are also programmes available that allow you to annotate your links and make text from websites available to you offline. Again, back these up. There's nothing worse, and I know this from personal experience, than knowing you have a great source for some historical detail somewhere on your computer, but can't find it. Even worse, if the site disappears, you've lost it completely.
The most important this is to find a system that works for you and stick to it. Oh, and, back up, back up, back up. I can't emphasize this strongly enough. Back up your system regularly!!
Here are a couple of links worth exploring:
Historical Fiction Research Toolbox
Researching and Organizing Your Paper: The Note Card System - academic, but a good intro to the method
I was surprised by how little there was on the internet for fiction writers about organizing their research. I'll keep looking and add more links when I find them.