This paper presents the MESSAGE/UML agent oriented software engineering methodology and illustrates it on an analysis case study. The methodology covers MAS analysis and design and is intended for use in mainstream software engineering departments. MESSAGE integrates into a coherent AOSE methodology some basic agent related concepts such as Organization, role, goal and task, that have so far been studied in isolation. The MESSAGE notation extends the UML with agent knowledge level concepts, and diagrams with notations for viewing them. The proposed diagrams extend UML class and activity diagrams.