High intensity training is always hard. However what 'hard' means often depends on who you ask--it is subjective. When it comes to strength training, that subjectivity can be somewhat minimized by substituting the phrase 'to failure' for high intensity. While this is still somewhat subjective (what does it mean to actually work to failure?) the goal is at least clear--to perform an exercise until you are truly unable to perform it any more . Not until you don't want to, or just until it starts to really hurt, but until you actually can't.
Working to failure when lifting weights or performing body-weight strength movements is a fairly straight-forward proposition although that doesn't mean it is easy. The mind can be pretty tricky when confronted with uncomfortable situations and this includes an intense burn in your muscles. It takes quite a strong will to actually perform sets to failure when in the gym, but there are a few things that make it easier:
Now we're sorted when it comes to strength training, but what about cardiovascular work? Well the aim is similar in the sense that the goal is to approach failure in a particular movement, at a particular workload. It's a bit more complicated because simply 'running' to failure both takes a really, really long time and the failure itself probably comes with some negative consequences (i.e. heart attack, unconsciousness, etc).
The work around for this is to use objective assessment metrics in order to determine when failure is reached. These metrics are like your weight when you're strength training. For example, your metric for a swim workout might be 50 yards on 35 seconds, leaving every minute. For this workout you'd swim two laps of the pool (assuming it is a 25 yard pool), pushing off of your starting wall every minute. Your goal time for each 50 yards would be 35 seconds--coming in at or under this time counts similarly to how a rep counts during a strength exercise. When you 'miss' your mark of 35 seconds you've reached failure and you don't swim another one. But again, the goal is to actually reach (or get damn near) this failure--to go guts out on one more lap even when the last one felt like it almost killed you.
The ideas in the bullet list above apply just as well to high intensity cardiovascular training, you're just using a metric rather than a weight (load) to assess when you've reached the desired intensity. Your choice of metric is up to you, but there are good metrics and bad ones, so we'll look at this concept in more detail next.