Use index cards. Many students find the index card method easy to use and adequate for their purposes. This method involves writing down the name of the work, its author, the city of publication, the name of the publisher and the date the work was published on an index card. You can then use the index card to list the page numbers of specific parts of the work you are referencing. When it comes time to create the bibliography, the index cards can easily be placed in alphabetical order and then typed up for inclusion with the thesis. This is one of the best and oldest methods for keeping track of the citations when writing a thesis, but many students prefer a more "high tech" approach.
Keep track of citations using your computer's word processing software. This is similar to the index card method but instead of handwriting individual index cards, references are kept track of in a document file. You will keep track of the same information as you do when using index cards with the added advantage that a bibliography can be more easily created. Additionally, the document can be quickly changed and is easier to keep track of than index cards.
Try a computer program designed specifically for keeping track of references and citations. There are numerous programs -- some of which are even free -- available that allow students to keep track of citations when writing a thesis. Refworks and Endnote are two programs that, though they are not free to the general public, are often available through your school or local library. Free programs available online include Referencer and Pybliographer. One of the most attractive features of these programs is that they not only allow you to keep track of your citations, they also create the bibliography page for you, using a variety of formats.