It's called High Intensity Interval Training, HIIT for short.  As the name suggests it is intense. I should start by saying, I'm not a trained or certified health expert by any means. All I know is that if you are looking to get all around results with building muscle, endurance, cardio, anything at all HIIT will deliver. Here is some brief info and a video to get you started.

Wikipedia on HIIT:

High-intensity interval training (HIIT), also called High-Intensity Intermittent Exercise (HIIE) or sprint interval training, is an enhanced form of interval training, an exercise strategy alternating periods of short intense anaerobic exercise with less-intense recovery periods. HIIT is a form of cardiovascular exercise. Usual HIIT sessions may vary from 4–20 minutes. These short, intense workouts provide improved athletic capacity and condition, improved glucose metabolism, and improved fat burning.