Please note: some data sets in ICPSR are restricted. Since PSU is member of ICPSR, you have access to these restricted sets; however, if you want to view and download data off-campus, you need to create an account with ICPSR while on-campus. Go to the "login/create account" link on the top left of the ICPSR site.
It is increasingly important to cite your data sources, just like you would normally cite a journal article that you used to support your research.
Here is an example of a data set citation:
Johnston, Lloyd D., Jerald G. Bachman, Patrick M. O'Malley, and John E. Schulenberg. Monitoring the Future: A Continuing Study of American Youth (12th-Grade Survey), 2007 [Computer File]. ICPSR22480-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2008-10-29. doi:10.3886/ICPSR22480
Example from ICPSR (http://www.icpsr.umich.edu/icpsrweb/ICPSR/support/faqs/2008/10/why-and-how-should-i-cite-data).