Examples are best to understand..
Like here.
According to FDR, "lalala lala la ala alalalaAA" (Source Author or Shortened Site Name, Page Number if there is one).
Oh and cause you're quoting FDR, not the site's info, I'm guessing your teacher still wants to know what site provided you with FDR's quote, so the parenthesis source wouldn't be FDR, but the website/author/whatever you got it from.
Here's a real example:
In your works cited page (if you had to have one for your paper) you'd put something like
Franklin D Roosevelt. The White House. 12 April 2009 <http://www.whitehouse.gov/about/presidents/franklindroosevelt>
Your quote from this website would be cited like this:
In his inaugural address, FDR declared "the only thing we have to fear is fear itself" (Franklin). -- (Franklin) because there's no author you can find in the website, so you just shortened the article name.