The Collaborative International Dictionary of English v.0.48:

Veda \Ve"da\ (v[=a]"d[.a]or v[=e]"d[.a]; 277), n. [Skr. v[=e]da,
   properly, knowledge, from vid to know. See Wit.]
   The ancient sacred literature of the Hindus; also, one of the
   four collections, called Rig-Veda, Yajur-Veda,
   Sama-Veda, and Atharva-Veda, constituting the most
   ancient portions of that literature.
   [1913 Webster]

   Note: The language of the Vedas is usually called

   Vedic Sanskrit, as distinguished from the later and more
      settled form called

   classical Sanskrit.
      [1913 Webster]

WordNet (r) 3.0 (2006):

Veda
    n 1: (from the Sanskrit word for `knowledge') any of the most
         ancient sacred writings of Hinduism written in early
         Sanskrit; traditionally believed to comprise the Samhitas,
         the Brahmanas, the Aranyakas, and the Upanishads [syn:
         Vedic literature, Veda]