Your problem is your rear derailleur isn't quite indexed properly.

This is caused by one of three things.

1) You took your wheel out when it was properly adjusted and didn't quite get it back in straight. It happens but unless you have Campy, it's have to be pretty severely out of whack for this to happen.

2) Your stops aren't set right. These are set by the little screws on your derailleur. If they were set right to begin with, it's probably not that.

3) Your derailleur cable stretched or slipped a bit. This is the easiest thing to fix and the first thing I suggest you try. Turn the barrel adjuster that your cable runs through counter clockwise a little bit. If you watch the derailleur while you do this, it should move toward the wheel a little. Play around with it until your derailleur starts to behave.

Also, this site is magnificent:

http://www.parktool.com/repair/byregion.asp

It shows pictures and the tools you'll need.
If you can get your hands on one, Terry has a great manual on how to fix your bike.