UML - Unified Modeling Language - is a bit like an onion with layers of interesting things. The simplest bit is a diagramming vocabulary. You draw a class like this, indicate inheritance like this, etc. A certain amount of that is good to know because it helps people understand each other's diagrams. There is a vast amount of detail available with intricate little decorations on the diagrams. In most conversations you can ignore those.
Under that is a meta-model. That's an object model that can represent all the things in the diagrams. A tool like Rational
Rose has the model as its core and the diagrams work on top of that.
Look at Scott Ambler's AgileModeling.com and dig around from some UML articles. His
Diagrams of UML page is a neat resource.
How UML relates to OOAD and methodologies is that people draw UML diagrams. You could use UML with any method. Some methods rely heavily on formal models and fancy tools, some are happy with the occasional whiteboard sketch.
Hope that helps! Hang around here for a while ... the conversations are all pretty closely related to the kinds of things you asked about.
