Although there have been many advancements, the paper by Baron and Kenny is still one of the clearest for describing this (http://www.public.asu.edu/~davidpm/classes/psy536/Baron.pdf). See also http://davidakenny.net/. For recent advances see http://imai.princeton.edu/projects/mechanisms.html.
Regarding on your problem, you may interested to read this approaches at this link: http://statwiki.kolobkreations.com/wiki/Structural_Equation_Modeling. This webpage is really helpful for the beginner.