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I am using natbib as my bibliography style, the strange thing is that when I run my code, I get no errors or warnings what so ever, But I get 0 pages of output! Its really strange, I am sure that the code is right, when I switch back to plain style, I get my output perfectly. I am totally new to LaTaX appreciate if you can help me with that. (I am using TeXnicCenter.)

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Welcome to TeX.sx! Please add a minimal working example (MWE) that illustrates your problem. –  Thorsten Jul 30 '12 at 7:39
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natbib isn't a bibliography style, it's a package. Can you provide an example (a minimal working example (MWE))? That is, create a document with just the necessary stuff -- documentclass, natbib package, bibliographystyle, document environment. Edit you question to include it. –  Torbjørn T. Jul 30 '12 at 7:41

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Please check if you have a \bibliographystyle{<somestyle>} instruction somewhere in your document.

I can't help but sense a bit of confusion in your expression "I am using natbib as my bibliography style". The natbib package first and foremost provides various citation commands (e.g., \citet and \citep) that greatly augment the functionality of the "basic LaTeX" \cite command. For instance, the "basic LaTeX" \cite command isn't all that well suited for creating authoryear-style citations; in contrast the \citet and \citep commands (when used in conjunction with a suitable bibliography style file -- and lots of them are suitable...) can handle this chore with ease.

In addition, and maybe a bit confusingly at first, the natbib package also provides several bibliography style files -- such as plainnat.bst, unsrtnat.bst, and abbrvnat.bst -- that augment and improve on the functionality of the "basic BibTeX" style files plain.bst, unsrt.bst, and abbrv.bst. However, it's important to keep in mind that if one uses the natbib package for its citation commands, one is not forced into using one of the package's bibliography style files as well.

Summing up, it's up to the user to specify the bibliography style that best suits his/her bibliography (and citation) formatting needs.

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Thank you very much guys. I am amazed by the level of your helpfulness. I just realized that I have to install the package first and then start using it, Yes I know, I am such a noobie! –  NiLatex Aug 3 '12 at 5:54

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