A jump rope is a VERY cheap addition to any gym setup. The above pictured model is the one I'm currently using: BodyFit Deluxe Speed Rope sold at Sports Authority.
The exercise Double-Unders (DUs) is an unbelievably challenging one. While passing the rope under your feet twice each jump might not seem all that difficult, as part of a MetCon.....it is.
For under $10 or $15, a jumprope is an inexpensive addition to your gym bag. Try a couple out before you buy one. There are different lengths, weights, spins, handles, and constructions. I'm glad I finally found one I like!