I've been doing 20 mins of HIIT cardio on my treadmill for about two weeks now. I was wondering if its necessary to do the cool down walk/jog that's programmed to happen after every work out on the treadmill? What I heard was that HIIT "shocks" your body, so wouldn't it be more effective if I just jump off right after? Or am I completely wrong?

Yes, after HIIT it is very important to perform a cool down;

1. Less Venous Pooling - When people are exercising the body needs to move blood around the body rapidly and skeletal muscles act as a pump to help the veins push the blood back to the heart. If someone stops exercising suddenly, the blood can stay in the peripheral veins (venous pooling), which means less blodd going to the brain casuing dizziness, fainting or the heart causing chest pains, angina or even heart attacks. I have seen a few people in my gym faint for this reason. By slowing down the exercise gradually, the blood is less likely to pool in the veins decreasing the chance of heart and brain problems.

2. Faster Removal Of Lactic Acis From Muscles, which helps recovery and some experts believe it helps reduce post exercise soreness.

3. Positive psychological beneifits; a cool down allows the levels of stress hormones such as adrenaline to decrease gradually, perhaps increasing the feeling of relaxation and even the exercise high.

4. A cool down is also a good oppurtunity to improve your flexibility through strecthes while the body is warm and supple.

Marcus :tu:

you should always do some form of warm down after intensive activity, even after some serious lifting.

Your body needs to gently come down to nomal levels of anything, be it heart rate, temperature changes, presure changes etc etc, HIIT isn't about shocking your body as much as confusing it, it doesn't know what's comming next so it keeps a high level up to be prepaired. Shocking your body is generally a pretty bad thing, except under controlled situations.