Sailing vessels were used in ancient Egypt and Mesopotamia since ~6000 BC. In Egypt, specifically, the wind was predominantly from one single direction, so ships used a single sail to travel with the wind, and a complement of oars to travel against it. Other methods of propulsion included towing, by other boats or people on land, or utilizing the downstream current.
Seagoing ships were also known from this time, and used a combination of sails and oars.
Here are some images of some vessels from the Old Kingdom period of Egypt:
http://www.reshafim.org.il/ad/egypt/timelines/topics/pics/sailing_ships_ok-lepsius.jpg
There are also depictions of some ships from the Predynastic period which include similar large single sails:
http://en.wikipedia.org/wiki/Prehistoric_Egypt#/media/File:Egypte_louvre_317.jpg
In Mesopotamia, there is evidence of sailing technology from the Ubaid period (~6000-4000), according to Robert Carter based on recovered models and illustrations of boats. (In Potts, D.T. A companion to the archaeology of the ancient Near East. Ch 19 Watercraft. Chichester, West Sussex: Wiley-Blackwell. pp. 347–354).
