ASA 5505, is BGP supported?
I see that this question was asked in April 2010. Good news is that four years later (April 2014) Cisco released ASA software version 9.2(x) with new BGP support! See the ASA 9.2(x) release notes for details. If you're using the ASA 5505, you should review the 5505 RAM requirements listed in the release notes.
ASA users have been asking for this feature for a long time - it's good to finally see it delivered :-).
ASA doesn't support BGP whatever the model.
This information is in the documentation, see http://www.cisco.com/en/US/docs/security/asa/asa80/configuration/guide/glossary.html#wp1027964
Update
BGP is supported on ASA from v9.2 (release notes).
Configuration examples are available. The keywords are similar to IOS.
router bgp 100
bgp log-neighbor-changes
bgp bestpath compare-routerid
address-family ipv4 unicast
neighbor 203.0.113.2 remote-as 200
neighbor 203.0.113.2 activate
network 192.168.10.0 mask 255.255.255.0
network 172.16.20.0 mask 255.255.255.0
network 10.106.44.0 mask 255.255.255.0
no auto-summary
no synchronization
exit-address-family
!