A double yarn over is what it sounds like: you make two yarn overs in a row. The resulting hole in the knitting is larger than you get with a single yarn over.
The following video shows you how to work a double yarn over in both English and Continental styles. English is shown first; Continental shows up at 2:01.
One special consideration with double yarn overs is how they are worked on the following round or row. Each of the two yarn overs needs to be worked with a different stitch in order to keep both intact. At 2:38 in the video above, there is a demonstration of different ways to work the double yarn over on the next round.
When working double yarn overs, I find it helpful to hold the loops in place on the right-hand needle until I’ve worked the next stitch.