Hi there!
Since you only asked for definitions relating to haemoglobin, I hope these help:
Association: The joining of two molecules to form one single molecule; haemoglobin and oxygen associate to form oxyhaemoglobin.
Dissociation: The breakdown of a molecules into two separate molecules; oxyhaemoglobin dissociate to form haemoglobin and oxygen.
Loading: When the haemoglobin loads oxygen molecules (and obviously becomes an oxyhaemoglobin).
Unloading: When the haemoglobin unloads the oxygen molecules due to release in pressure.
Affinity: The attractive force between substances or particles; or just simply, the attraction for something. For example, the haem group (of the haemoglobin) has an affinity (attraction) for oxygen.
Partial pressure: The proportion of total pressure provided by a particular gas as part of a mixture of gases.
You might want to recheck the definitions for loading and unloading though.