I read this book: Head First Object-Oriented Analysis and Design
Now i am looking forward to find a Software that make it easy to collect all my Ideas etc (specific Software for OOA).
At the moment i am using my Whiteboard to collect/design Ideas etc. Afterwards i am taking pictures of it and add text to our Wiki/Trac.
At school, we're using Objecteering, which is easy to use, integrated to Eclipse, but not free.
IMO blank paper is a must, but not always the easier to share and to edit.
Install mediawiki (the stuff that powers wikipedia, don't settle for anything less you will need the full feature set eventually) and put all your ideas in there. This makes it easy to refine them and to improve then as time goes by.