In the video below my client is demonstrating a basic seated dumbell bicep curl and alternating dumbell overhead press. These exercises are being performed as an extended set. She performs one exercise that leads right into another without stopping.
Performing the exercises is this manner will keep you working longer to not only strengthen the muscles at work but also create more endurance throughout your entire body. You can add as many exercises as you can handle with good form for a more challenging strength circuit workout.
The key is to make sure the weight is not so heavy that you risk injury to your joints.