What is the difference between a domain model and a data model?
A datamodel is a design model that only describes data and it's relations. The model contains entities, but they are described in terms of what data they own not how they act on this data or what their responsibilities are.
An domain model on the other hand, is a conceptual model used in analysis of a problem domain. It describes the domain in terms of entities that have relations, data and behaviour. It describes the responsibilities of those entities as relevant for understanding the problem domain.
BTW an excelent and very short introduction to UML is:
UML Distilled: A Brief Guide to the Standard Object Modeling Language