Yup, you heard right, its called Shengen visa, here's the website:
http://www.eurovisa.info/ You can apply for Shengen visa when you are in London on WorkPermit. They would expect you have your trip fully planned in advance, hotel reservations made and flights booked, and all these details and a letter from your employer (just to reassure them that you will return to London) and your latest bank statement (to show that you have enough quid�s to go around safely).
You should apply to the embassy of the first country that you will enter on the trip.
Be warned, Christmas is probably one of the most expensive time of the year to travel across Europe, also you will get a lot less for your money, as there�s barely any daylight!!