Maxwell's equations show that the phenomena of electricity and magnetism are essentially the same. In any non-static (i.e. changing) electric field a magnetic field is caused. Electric fields are caused by charges, moving or stationary. Magnetic fields are caused by moving charges, or electric fields that are caused by moving charges.
Googling for electricity or magnetism will give you that wikipedia page, very quickly, and will tell you the answer to the question.
However, if someone asks to have this explained (because the article they've looked at is over their head perhaps), then by all means, ask away. I and many others are more than happy to explain topics like this.
simba123: was there anything you particularly wanted to know, or better understand?
Thank you all for the great answers. The question is for a science exam I have coming up and I wanted to make sure that I understand the relationship between electricity and magnetism. I have one more question that I'm sort of struggling with that I'll pose in a few mintues.