The prophecy says:
"The one with the power to vanquish the Dark Lord approaches... born to those who have thrice defied him, born as the seventh month dies... and the Dark Lord will mark him as his equal, but he will have power the Dark Lord knows not... and either must die at the hand of the other for neither can live while the other survives..."
This prophecy is central to the story and explains why Harry is the only one who can defeat Voldemort. However, in *Order of the Phoenix*, Trelawney isn't making a prophecy about Harry. She is making a prophecy about the "Prince of Slytherin," which some people mistakenly believe is Draco Malfoy.
If you're thinking of a particular instance in *Order of the Phoenix*, you may be thinking of the scene where Trelawney reads Harry's fortune using tea leaves and makes a vague statement about how the "dark mark" has been seen near the castle. However, this is not a prophecy, but rather Trelawney's attempt to intimidate Harry.