At the risk of repeating others, I will try to add some extra info to this thread.
UNIX is an operating system, like Windows XP or OSX, however it is incredibly old and didn't actually have a GUI (Graphical User Interface) like modern day systems - the original Mac OS pioneered that. If you open up Terminal (in the Utilities folder), you can get an idea of what UNIX used to look like - I wouldn't type anything however, unless you have a good idea of what you are doing, since it is easy to mess up the whole OS with a simple command. OSX is simply a distribution of UNIX, BSD, with alot of bells and whistles. The many incarnations of Linux are all based upon UNIX. If you want to see what is actually going on inside the UNIX part of OSX, type 'top' in Terminal, and press return. When you've finished, press Ctrl-C and quit Terminal.
Hope that helped, at least a bit.
Josh