Although Non-Functional Requirements (NFRs) have been present in many software development methods, they have been presented as a second or even third class type of requirement, frequently hidden inside notes and therefore, frequently neglected or forgotten. Surprisingly, despite the fact that non-functional requirements arc among the most expensive and difficult to deal with there are still few works that focus on NFRs as first class requirements. Although these Works have brought a contribution on how to represent and deal with NFRs, two aspects remain not sufficiently explored: how to elicit NFRs and how to merge these NFRs with conceptual models. Our work aims at filling this gap, proposing a strategy to elicit NFRs and to integrate them into conceptual models We focus our attention on conceptual models expressed using UML, and therefore, we propose extensions to UML such that NFRs can be expressed. More precisely, we will show how to integrate NFRs to the Class, Sequence and Collaboration Diagrams. We will also show how Use Cases and Scenarios can be adapted to deal with NFRs. This work was validated by three case studies and their results suggest that by using our proposal we can improve the quality of UML models.