High efficiency screws afford the opportunity to displace loads by transforming rotary action into linear motion. The high efficiency screws have rolling elements, balls or rollers, between the nut and the screw shaft.
http://www.thk.co.jp/img/img_technical/shinseihin/shinseihin_hbn.jpg

Want to know more ? A really cool guy explains all the basics: http://www.cnczone.com/forums/showthread.php?t=8813