A urine test is a method of testing a subject for evidence of drug use. Pee in a jar and a lab tech will tell your boss/spouse/probation officer/etc if you've been naughty or nice. False positives are an estimated 5%, so if you've been nice you'd better hope you're not one of that 5%.

Drugs tested for:
Marijuana (THC), Cocaine/Crack, PCP, Opiates, Amphetamines, Barbiturates,Seconal,Benzodiazepines (Valium etc), Methadone and others.

Retention Times (estimated, may vary according to body weight, environment, experience etc).
Pot - depends on usage, 1 week for casual users, longer for chronic users (build up, y'know)
PCP - wildly varies, again longer for chronics
Steroids - two weeks
All others - 2-3 days in general.