Tulip's right....clean and lube the drive train and make sure the rear wheel is in straight. If it is offset it could be causing your problems.

But look at topics on the rear derailleur limit screws (e.g., http://www.parktool.com/repair/readhowto.asp?id=64 )

If your bike does not have a spoke protector (aka dork disk) having the chain jump over the largest cog and into the spokes can destroy your wheel. The chain will wear on the spokes, weakening them leading to failure.

So, Park Tool has a good site. The BicycleTutor.com site is also good. Doing your own repairs is not just fun but also gives you a confidence on the road knowing you can fix it if you have to.