This is a good question. Creating a bibliography is not an easy task at times. However, there are a few steps that you can take to get started.
First, since you are a college students, you should have access to your school's library databases. Your school should subscribe to journal databases like Project Muse and JSTOR. When you log on, just type in the short story and you will get many hits. From there you can print out the articles that you want. This will be the easiest way to go.
Second, you can also look for books through key words on your school's library website. I would suggest that you get the most recent book that has been published on the short story that you are working on and use that as a starting point for a bibliography.