Interesting, Chris, I think rob means increase the weight you would normally use from the start, not increase the weight during the set :p but that would sure be it wresting with my spinlock dumbbells haha
So rob, do you do a couple of warm up sets first and them a heavier all put failure set?
And in terms of exercises, would it be counterproductive to do say, bench press followed by incline bench and flys?
Yes mate, perform one-two warm ups sets first, i personally recommend performing lowish rep warm-up sets (4-6) with moderate to moderately heavy resistance. Keep in mind, if for example you preform 8 reps to failure on a given movement, the first 7 reps are really a warm-up also.
Your last question is an excellent one, YES, imo it is counterproductive, and this is were i depart from DY's recommendations, perhaps a genetic freak that and/or uses steroid's can handle the kind of volume and frequency with a high level of intensity, but most natural and genetically average individuals can not.
If you've ever seen what Mike Mentzer recommended back in the early 80s, its a far cry from what he was recommending in the mid to late 90s, his later workout recommendations had far less volume and frequency, this is because when he became a trainer in the early 90s he started working with people he'd never worked with before, ie natural and genetically average individuals, he quickly realized he had to "severally" reduce their volume and frequency before they made any real meaningful progress (and by real meaningful progress, i mean progression in leaps and bounds).
He found that training just once every 4-7 days with just 3-5 working sets per workout "worked like magic" for the average trainee. This is were a lot of critics of Mikes get it wrong, they say "oh oh, Mike never trained that way himself", and to them i response, "of course he didn't, he was a genetic freak that used steroids lol".
To perform one and at very most two movements per bodypart is more than sufficient for the average natural athlete. This is what I've witnessed in myself and anyone i ever trained using HIT.
Hope this helps