After adding an additional reference section in the appendix part, I want to the number of each reference item is after the number of reference in the main body of the paper.

So that it should be like this:

Main Part

Reference

[1]

[2]

Appendix

Reference

[3]

[4]

Not the following:

Main Part

Reference

[1]

[2]

Appendix

Reference

[1]

[2]

How to do the job?

Part of my latex file is:

\documentclass{vldb}
\begin{document}

............

\begin{thebibliography}
\bibitem{anh2005inverted}
V.~N. Anh and A.~Moffat.
\newblock {Inverted index compression using word-aligned binary codes}.
\newblock {\em Information Retrieval}, 8(1):151--166, 2005.

\bibitem{baeza-fast}
R.~Baeza-Yates.
\newblock {A fast set intersection algorithm for sorted sequences}.
\newblock In {\em Combinatorial Pattern Matching}, pages 400--408, 2004.
\end{thebibliography}

\begin{appendix}
\begin{thebibliography}
\bibitem{buttcher2006trec}
S.~B{\"u}ttcher, C.~L.~A. Clarke, and I.~Soboroff.
\newblock {The TREC 2006 terabyte track}.
\newblock In {\em Proc.\ 15th Text Retrieval Conference (TREC)}, 2006.

\bibitem{fisher1963statistical}
R.~Fisher and F.~Yates.
\newblock {\em {Statistical tables for biological, agricultural and medical
research}}.
\newblock Oliver and Boyd, 1963.
\end{thebibliography}
\end{appendix}
\end{document}

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The two examples are identical. Also, a minimal working example would be helpful. –  lockstep Apr 25 '11 at 14:18
@lockstep I am so careless. –  Fan Zhang Apr 25 '11 at 14:21
As I said before, more information is needed. As a minimum, what packages (if any) do you use to create your "reference sections"? What's your document class? A complete example would make it easier to help. –  lockstep Apr 25 '11 at 14:24

As you are creating your bibliographies "manually" (i.e. without the help of BibTeX or biber), you have to adjust the value of the counter enumiv (which is used by the thebibliography environment) at the start of the second bibliography.

Note: The corrext syntax is \begin{bibliography}{9} (with 9 representing the width of your widest biblabel). And \appendix is a command, not an environment. (I'm assuming that the vldb documentclass, which is not part of my TeX distribution, does things the same way as the standard classes.)

\documentclass{article}

\begin{document}

............

\begin{thebibliography}{9}
\bibitem{anh2005inverted}
V.~N. Anh and A.~Moffat.
\newblock {Inverted index compression using word-aligned binary codes}.
\newblock {\em Information Retrieval}, 8(1):151--166, 2005.

\bibitem{baeza-fast}
R.~Baeza-Yates.
\newblock {A fast set intersection algorithm for sorted sequences}.
\newblock In {\em Combinatorial Pattern Matching}, pages 400--408, 2004.
\end{thebibliography}

\appendix

\begin{thebibliography}{9}
\setcounter{enumiv}{2}

\bibitem{buttcher2006trec}
S.~B{\"u}ttcher, C.~L.~A. Clarke, and I.~Soboroff.
\newblock {The TREC 2006 terabyte track}.
\newblock In {\em Proc.\ 15th Text Retrieval Conference (TREC)}, 2006.

\bibitem{fisher1963statistical}
R.~Fisher and F.~Yates.
\newblock {\em {Statistical tables for biological, agricultural and medical
research}}.
\newblock Oliver and Boyd, 1963.
\end{thebibliography}

\end{document}

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@Fan Zhang: As you have accepted my answer, please also upvote it. :-) –  lockstep Apr 26 '11 at 5:31