The concept of jumping rope is quite straightforward. Through practice, it builds coordination, agility, and speed. The Double-Under (DU) is done by passing the rope under your feet twice before your feet land again. It's simple...not easy.
To build up to DUs, first master Single Unders. Without a rope, do repeated tuck jumps. Whatever happens, do NOT get discouraged. The guy in the above video is an absolute DU master!! At first, you WILL get all tripped and tangled. First get one DU, then two back-to-back. Before you know it, you'll be stringing them together.
A jump rope is another inexpensive addition to any gym. I frequently jump rope during my warm-up routine. While there are some more expensive ropes out there at $40, I'd recommend a simple ball-bearing model for $10-15. There are even cheaper models for under $6. Try one out for length first.
I picked DUs as the Exercise of the Week after struggling through the CrossFit "Annie" workout last week. Annie is: 50-40-30-20-10 of DUs and situps. Do 50 DUs, then 50 situps, then 40 DUs......ending with 10 situps. It totals up to 150 of each movement.