Purim commemorates the time Jewish people living in Persia were saved from extermination at the hands of Haman, a corrupt advisor to Ahasuerus, King of Persia, an event recounted in the Bible (Book of Esther). Purim, means ‘lots’, as in a lottery, which is how Haman chose a date for the extermination, and Esther saved her people by making a direct appeal to King Ahasuerus.
Purim is celebrated with food, drink, and giving to charity. A treat eaten at this time is a triangle-shaped cookie filled with fruit called hamentaschen (Haman’s pockets). A recipe can be found at: http://www.jewfaq.org/holiday9.htm