Modern pentathlon is another event that takes its origins from the Olympics of ancient Greece thousands of years ago.
There are five different bits to it, and the athletes have to do all five of them in a single day which can be very tiring.
Pentathletes earn points for each of the first four events in the competition. In the final event those points are converted to times.
Those times then determine in which order the runners start the final event and the one with the most points starts first.
The athlete with the next most points is second, third-most third and so on. The gold medallist is the first person home, no matter how many points they have.
The five events are:
Shooting - competitors use a pistol to fire 20 shots at a target 10m away. Each shot is marked out of 10, making a maximum score of 1,000 points.
Swimming (200m) - athletes can use any stroke they want. Their points are worked out by their times. For men, two minutes and 30 seconds is 1,000 points and for women two minutes and 40 seconds earns that many. Faster means more points, slower means less.
Fencing - competitors fight each of the others. Each fight lasts a minute. Whoever hits their opponent first wins. If neither manages a hit they both lose. If they win 70% of their bouts they get 1,000 points. More wins means more points, less wins means fewer points.
Riding - competitors are given a horse at random to ride around a showjumping course of 12 jumps. They start with 1,200 points and lose them for knocking things down and being too slow.
Cross-country running (3,000m) - medals are determined in this event. Starting positions are worked out by how many points the athletes have already won. First home wins gold.
Who are the British hopes for Athens?
There are big British hopes in the women's event, with both Georgina Harland and Kate Allenby well capable of winning medals.
Harland has been the world number one for most of 2004 while Allenby, who won bronze in the Sydney Olympics, took silver at the world individual championship last year.
Who are the big names?
Szusza Voros is a two-time world champion and her swimming form is a great deal better than many of the others in the swim event.
She will be a big threat to the two British girls, who offer a stiff challenge.