@misc{cryptoeprint:2006:158,
author = {Chunxiang Gu and Yuefei Zhu},
title = {An Efficient ID-based Proxy Signature Scheme from Pairings},
howpublished = {Cryptology ePrint Archive, Report 2006/158},
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.