http://en.wikipedia.org/wiki/Agile_software_development

The principles and spirit of Agile is almost as important as any of the details.  Many people refer to the “Manifesto”:
http://agilemanifesto.org/principles.html

Scrum is a project management strategy overlayed on top of Agile (and quite often tightly coupled or frequently associated I guess):
http://en.wikipedia.org/wiki/SCRUM
http://www.codeproject.com/KB/architecture/scrum.aspx

XP is a variation – and has many flavors and principles itself closely related to Agile development strategies:
http://www.xprogramming.com/xpmag/whatisxp.htm

Test driven development is another term you should be familiar with – poke around on these sites:
http://www.devagile.com/
http://en.wikipedia.org/wiki/Test-driven_development
http://www.agiledata.org/essays/tdd.html