If you want a real advice, you probably have to ask a lawyer (which I'm not).
This is how I do it, but I didn't consult a lawyer either.
To everybody who reads this: feel free to tell me what I'm doing wrong :-)
What I do:
I always put an "Acknowledgements" section in the readme file of my OSS projects:
MyCoolTool makes use of the following open source projects:
- [MSBuild Community Tasks](http://msbuildtasks.tigris.org/)
(it's in Markdown, because Github/Bitbucket display that nicely formatted on the project's main page - this is an actual example from on of my projects on Bitbucket)
Plus, I check in the license files together with the libraries.
I'm not sure if this is really necessary - but most of the licenses say something like "you must distribute the binaries together with this license".
When I started worrying about licensing stuff (what license do I use for my own code? Do the licenses of the OSS projects that I want to use comply with my license?), I looked at a lot of other OSS projects to see how other people do this.
Well, most of the OSS projects I looked at just had the libraries of their dependencies in source control, but not the license files.
Even better, lots of projects have a "you must distribute this license with the binaries" license, but still they don't even distribute their own license file with their own official binary download! :-)