@misc{cryptoeprint:2006:367,
author = {Xuefei Cao and Kenneth G. Paterson and Weidong Kou},
title = {An Attack on a Certificateless Signature Scheme},
howpublished = {Cryptology ePrint Archive, Report 2006/367},
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.