A brick workout is one where you do two events back to back, such as bike and then run, or swim and then run, etc. One of the hardest transitions in triathlon is the bike to run portion. And a good way to train your body to become more efficient is doing quick bricks. Warm up on a stationary bike for 10 minutes and then run on the treadmill for 5 minutes. Return to the bike for 5 minutes and then treadmill again for 5 minutes. Repeat 3-5 times and then do a cool down ride or walk for 5 minutes. This exercise will help your legs get used to the transition and you to the finish.