It is called a pangram.

Here are some others:

How quickly daft jumping zebras vex.

Two driven jocks help fax my big quiz.

Quick Baz, get my woven flax jodhpurs.

“Now fax quiz Jack!” my brave ghost pled.

Bright vixens jump; dozy fowl quack.

Quick wafting zephyrs vex bold Jim.

Quick zephyrs blow, vexing daft Jim.

Sphinx of black quartz, judge my vow.

Sex-charged fop blew my junk TV quiz

Junk MTV quiz graced by fox whelps

Bawds jog, flick quartz, vex nymphs.

Waltz, bad nymph, for quick jigs vex.

Fox nymphs grab quick jived waltz.

Brick quiz whangs jumpy veldt fox.

Glib jocks quiz nymph to vex dwarf.

DJs flock by when MTV ax quiz prog.

http://www.rinkworks.com/words/pangrams.shtml

The five boxing wizards jump quickly.

Whenever the black fox jumped the squirrel gazed suspiciously.

Amazingly few discotheques provide jukeboxes.