A good place to start learning about David Allen's famous method is to read his book, Getting Things Done, but even without that, there's plenty of information available online from Allen and others about the techniques and tools you can use to follow the GTD lifestyle.
Getting Things Done Links
GTD Times, the official blog of the David Allen Company
Urgent and Important Matrix
The Urgent & Important Matrix, also sometimes called the Eisenhower Matrix or Covey Matrix, is a method by which you can prioritize the things you have to do to take care of the most high-impact tasks first. The Joint Information Systems Committee has a short guide to the system that it includes as part of a larger InfoKit on time management techniques.