@misc{cryptoeprint:2006:155,
author = {Rosario Gennaro and Silvio Micali},
title = {Independent Zero-Knowledge Sets},
howpublished = {Cryptology ePrint Archive, Report 2006/155},
year = {2006},
note = {\url{http://eprint.iacr.org/}},
}
You will need the url.sty package (comes with most LaTeX installations) for the last line. Otherwise, remove the \url command.