It's a list of citations (or bibliography) to your sources that includes a brief (usually about 150 words) descriptive and evaluative paragraph--the annotation--for each source.
Why Annotate?
Often others who are interested in researching a topic benefit from a a bibliography that not only lists information about title and author, but tells them something about the content, too. Creating an annotated works cited is also a good way to collect and carefully consider which sources will work best in conducting and writing about your own research.
1. Gather books, periodicals, and documents that may contain useful information and ideas on your topic. Briefly examine and review the actual items. Choose the works that provide a variety of perspectives on your topic.
2. Cite each book, article, or document using the appropriate style, in this case, MLA format. Use the "Cite Sources" tab for information on how to do this.
3. After each source that you have listed according to M.L.A. format, include a short, detailed paragraph that
Remember that your annotated bibliography represents your effort to find, read, review and evaluate the VERY BEST SOURCES related to your topic.
The general rules for formatting an MLA style annotated bibliography: 
Standard sample for formatting an annotated bibliography in MLA format.
