This chapter presents MESSAGE, an innovative agent oriented software engineering methodology, and it illustrates this methodology on an analysis and design case study. The methodology covers all phases of the software lifecycle, but focuses on MAS analysis and high-level design. It 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 provides graphical notations for viewing them. The proposed diagrams extend UML class and activity diagrams.