Hi,
Anne was right to give you the AMHA's website. You need to be a member of the registry you want to do paperwork with.
The person who sold you the mare should have given you either a service certificate, or filled out the service certificate portion of a registration application (for your foal) with the stallions information and the appropriate signatures, height information, and registry numbers. If you didn't get that paperwork, go back and ask for it!
You will also want to ask if your mare and the sire of the foal have (or need) DNA on file. If you need DNA you can order a kit from the registry, pull some hair, and send it in. Younger mares and stallions must have DNA on file before their foals can be registered.
I would hurry up and get the mare's paperwork turned into the registry, as the owner of the mare at the time of foaling if also the owner of the foal. If you wait you will have to do two ownership transfers instead of one.
Recap:
You Should Have:
http://www.amha.org/pdf/gap/WorkOrderFeeSchedule.pdf-Mare's Original Registration Papers
-Transfer of Ownership for the Mare
http://www.amha.org/pdf/reg/TransferSaleFormALL.pdf-Service Certificate OR Registration Application with Service certificate Filled Out for your foal
http://www.amha.org/pdf/reg/BreedersServiceCertificate.pdf Or
http://www.amha.org/pdf/reg/RegApplicationForm.pdfThe AMHA's phone number is 817.783.5600.