Possible Duplicate:
Position of question mark when sentence doesn't end with question
Take this statement for example:
That's not the question. The question is what was Colonel Mustard doing in the bedroom with the revolver.
or
That's not the question. The question is what was Colonel Mustard doing in the bedroom with the revolver?
or
That's not the question. The question is "what was Colonel Mustard doing in the bedroom with the revolver?"