[OS X TeX] Basic question on BibTex

[Winfried Zettelmeyer]

Hallo, all,
after unsuccessfully searching on the bibdesk-users list sorry for  
asking this Level-0-question here:
I am starting with Bibdesk (version 1.2.5), opened a new bibliography  
and entered a publication, complete with citation key. I have saved  
the file in the folder with the .tex and aux-files.
When dragging the entry into my .tex file it is appears nicely with  
\cite{}, however, it does not compile, showing only ? in the pdf  
output. The log file says "LaTeX Warning: Citation  
`Milton2000Approaches-to-p' on page 3 undefined on input line 82". So  
it apparently does not find the .bib file. Where to put this .bib  
file so that the entry is recognised ?
Thanks for your help !

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