@misc{cryptoeprint:2010:126,
author = {Jian-zhu Lu and Jipeng Zhou},
title = {On the Security of an Efficient Mobile Authentication Scheme for Wireless Networks},
howpublished = {Cryptology ePrint Archive, Report 2010/126},
year = {2010},
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.