Here's some resources that may help during exploratory testing:

Bug Reports 

• "Writing Effective Bug Reports", by Elizabeth Hendrickson. http://testobsessed.com/wordpress/wp-content/uploads/2007/01/webr.pdf
  

Websites

• Black Box Software Testing Course, by Dr. Cem Kaner & James Bach. http://www.testingeducation.org/BBST/index.html
  
• Good for learning testing strategy, and how testing fits within the organization. For example, what's functional testing? Domain testing? Stress testing? Flow testing? When should you use automated testing, and when should you use manual testing? etc., etc.
  
• Bad on time; videos are long, and will take considerable time to watch.

Papers

• "Exploratory Testing Dynamics", by James & Jon Bach. http://www.quardev.com/whitepapers/et-dynamics.pdf
  
• Nice checklist of all the things that are (should be) considered in the testing process, and how exploratory testing fits in.
  
• "Exploratory Testing Explained", by James Bach. http://www.satisfice.com/articles/et-article.pdf
• Good overview of exploratory testing and how it fits in with session-based test management.
  
• "Exploratory Testing and Learning Styles," by Andy Tinkham and Dr. Cem Kaner. http://www.testingeducation.org/a/lset.pdf
• Another good overview of exploratory testing. It relates personality to effectiveness in exploratory testing.
  

Blog Posts

• "Exploratory Testing: More Than Superficial Bug Hunting", by Jonathan Kohl. His blog is here. You may have to scroll for the correct post.
  
• "Lightning Talk on Emotions and Oracles", by Michael Bolton. http://www.developsense.com/blog/archive/2007_05_01_archive.html
• Great look at how manual testing is different than automated testing. Quick, run-on-its-own presentation. 

Bug Advocacy

• http://www.kaner.com/pdfs/bugadvoc.pdf
• http://www.kaner.com/pdfs/BugAdvocacy.pdf