Hi
Those who use TeXLive2010 + TeXNic Centre, the bibliography wont work properly. You have to run BibTeX separately to create bbl file.
To overcome this, I found the solution in
http://www.tug.org/pipermail/tex-live/2010-September/027242.html
You have open texmf.cnf file in NotePad. Its location will be in C:\texlive\2010 (this location depends on where you have installed TeXLive)
Add
openout_any = r
in the first line of that file and save it.
karthick