I been wondering for a while but never bother asking as never actually watch 1 yet. But I just finished watching Hellsing and about to watch the OVA watched a few mins in and was wondering is it just a break down of the story or is it something else?

thx =)

Original Video Animation

(or something like that)

It's if a manga company wants to test out what the series would look like in animation, like a test run, they're sometimes made as a side story of the main plot or (in the case of Hellsing) as a variation of the main story before starting the actual series. OVA's are 1 - 5 episodes long and usually have much higher quality of animation than a series.

8D

I'd disagree about them being like a test run. They usually have a higher budget than normal anime for TV.
The main difference is that they don't show on TV and go straight to video (or DVD now)

They used to be stand alones (shows like Rayearth had alternate OVAs that had a dif. story from the anime) but these days some anime have special OVA episodes that carry on from the TV series

I agree.
Rayearth was only a few episodes long and didn't really have the same depth as the Magic Knights Rayearth anime but it had the main gist of the story and kept the key elements of it.

Vampire Hunter D is another example.

But the Seto no Hanayome OVA that's being released is a sequel; Gonzo don't want to do a full 2nd series of the show but they do want to keep the fans happy