Question: Me maw used to say to me 'at the double', meaning for me to come as quick as possible. Just wondering today: what was the origin of this saying? It seems to me that the words don't apply to anything really specifically, so can some one provide a feasible explanation?

Answer: 
Just two points Ham and Bacon didn't make clear: double time (the command is "At the double" in the British Army and "On the double" in the American) is literally twice the speed of a normal march, so 72 paces a minute (Britsih Light Infantry pace and I believe also the norm in the USMC) becomes 144, which is pretty much a run. And it's not 'would give the command': the practice continues, and probably will as long as armed forces remain in being, so it's 'gives' or maybe 'will give'.
I was reading about gut strings for violins and various other stringed instuments and how they are made and saw this: "Once a group of five or so sets are stripped they are bunched and knotted in the center. This is known as handling the casing "on the double", that is, at the center. Such an arrangement makes it easier to handle the thirty yards of length and eases the strain on the material."