Questions in speech

[GarethH]

I have a question within speech marks at the end of my sentence, should I finish the sentence with a full stop anyway?

eg: The man asked, "What does this mean?".

Is this wrong or right? I've had some people say that I need a full stop before I begin a new sentence, others say that I should begin a new sentence without a full stop, as the question mark in the speech ends my sentece.

I'm terribly confused, help!

[Casiopea]

Click here: http://webster.commnet.edu/grammar/marks/quotation.htm