There are a variety of great UML books on the market. For the exam, you only need to know the basics, so don't go too crazy.
To really understand UML and OOA/D, the Head First OOA&OOD book is great. That does go more in depth than you need for the exam though. My SCJA certification guide, does a pretty great job of covering UML and object-oriented design. In fact, the part on object oriented design is a part of the book I'm most proud of! Follow my signature links for more info.