Megan,
With a film camera, a double exposure is where the same piece of film has been exposed to two different scenes. With digital cameras, as there is no film, this technique is now usually done in a photo editing package such as Photoshop.
Some can be seen here:
http://en.wikipedia.org/wiki/Multiple_exposure
Some of our Photoshop experts can probably come up with some examples of how to do this digitally.
Duncan