It's the new game type released in the Gears of War update yesterday. People are raving that it's the most fun they've ever had in Gears of War, and that it's the best game type.
What is Annex?
It's pretty much King of the Hill. Each team spawns on oposite sides of the map. There is an indicator at the top of your screen that shows a weapon, and since in gears of war, weapons always spawn in the same spots on each map, you know exactly where to go. So if it shows sniper rifle, each team rushes the sniper rifle. Once there, there is a big ring around the rifle, which is pretty much the "Hill". First team to enter it, starts to take it. If you stand in the circle for 4 seconds without the other team coming in, you start to gain points. Each circle is worth a certain ammount of points, let's say 60. Each second a team holds a spot, they get a point. First to reach the designated maximum points, wins the match. So say the max is 360 points, you need to hold multiple spots for 360 seconds total. The objective is to get a spot, and hold off the ruthless attacks of the other team. Respawns happen every 15 seconds reguardless of if you're dead or not. So if you die 2 seconds before the respawn time, you respawn in 2 seconds. Your entire team respawns all at the same time on that mark, so it could be 4 of you spawning at the same time if your team is all dead.
It's an extremely fast paced and action packed game type. It's VERY fun, but real hard to explain.
Here is a video to help though:
http://www.gamevideos.com/video/id/10590