Zotero and EndNote are 2 different kinds of citation management software. You can use them to collect, organize, and reuse sources that you find in your research. They are especially helpful for creating lists of references in the style you need and for organizing PDFs of articles or reports. You can also share your sources on the web with the web-based versions of EndNote and Zotero.
Zotero is free, and EndNote is free for ASU students, faculty, and staff. The Library buys it.
Update -- Online EndNote says it's free to anyone now. If you sign up or sign in on campus or using Web of Science, you'll get 5GB storage for PDFs and notes, up from 2GB, and many more citation styles.
Zotero Getting started with Zotero. Use the Firefox add-on Zotero or use stand-alone Zotero, with extensions for Firefox, Chrome, and Safari..
Zotero. org Web-based Zotero
EndNote Getting started with EndNote
EndNote Online Web-based EndNote (used to be called EndNote Web)
EndNote has been changing quickly. Here is a good explanation.