Quantum mechanics demands that the act of measurement must affect the measured object. When a linear amplifier is used to continuously monitor the position of an object, the Heisenberg uncertainty relationship requires that the object be driven by force impulses, called back-action. Here we measure the back-action of a superconducting single-electron transistor (SSET) on a radio-frequency nanomechanical resonator. The conductance of the SSET, which is capacitively coupled to the resonator, provides a sensitive probe of the latter's position; back-action effects manifest themselves as an effective thermal bath, the properties of which depend sensitively on SSET bias conditions. Surprisingly, when the SSET is biased near a transport resonance, we observe cooling of the nanomechanical mode from 550 mK to 300 mK--an effect that is analogous to laser cooling in atomic physics. Our measurements have implications for nanomechanical readout of quantum information devices and the limits of ultrasensitive force microscopy (such as single-nuclear-spin magnetic resonance force microscopy). Furthermore, we anticipate the use of these back-action effects to prepare ultracold and quantum states of mechanical structures, which would not be accessible with existing technology.