Please, a single '?' will do!

What exactly do you want to do with UML?

Do you just want to draw the pictures, or do the full modelling methodology?

As Dan suggested, Visio can certainly be used to draw UML diagrams (and many other types of software analysis & design diagrams), and does have some modelling functionality. But I know next to nothing about UML, so I can't comment on its true UML capabilities.