As the name suggests, an annotated bibliography is a bibliography, but one that includes a brief summary and assessment of each resource.  In assessing resources, you want to comment not only on their quality, but also on how they fit into your own argument.

For more information on constructing annotated bibliographies, see these two excellent guides:

Zotero: The Tri-College Libraries recommend Zotero, a free online app that can format your bibliography, keep your citations organized, and even save your articles in the cloud so you can access them later from the library, home, or a café.