It's a small unit that records a simplified ECG (usually 3 electrodes) continuously for 24 or 48 hrs.
If you're going to get nice and sweaty while you're wearing it, you'll definitely need to take some extra measures to ensure your electrodes don't fall off... I'd suggest:
1. Get some Friar's Balsalm (also known/labeled as Tinc.Benz.Co.). It's an antiseptic solution that is ridiculously tacky and sticky once it dries out a bit. Paint your skin with that before attaching the electrodes.
2. Get some Mefix / Fix-o-mull / Hypofix... this is white, porous, stretchy stuff with adhesive on one side. It's used as a burns dressing, and any time we want to stick something to a patient and have it _not_ fall off / out. I would use strips of squares of this laid over the attached electrodes / cables and plastered firmly against your skin either side. (If you find yourself losing too many hairs when removing this, soak the dressing in olive oil / cooking oil and it will peel off much more easily). Grab a bunch of it... it's great for preventing blisters in footwear that rubs, too.

Cheers,
Chris