Vertical loading in a workout is where rather than focus on one exercise, performing it several times, then moving to a new exercise, you flip things around. Hit one exercise, move to another, and then another, and keep going until you have completed all exercises you plan on doing during your workout. After you finish, return to the first exercise and start over again! There can be some rest between exercises, but really only enough to get there, do some fast setup if necessary, and then hit it! This helps keep your heart rate sky-high, your caloric burn through the roof, and you with your head in the clouds - the endorphin high after your workout combined with your improving body will really make you feel better than ever!
An idea of what vertical loading looks like; this is an all bodyweight workout, but the same principle can (and should be) applied to your weight training as well!