About 30 minutes into the movie at the begginning of Scene 9: Smell of a Battle, Willow is awakened by a rider on his way to battle. Notice when the second rider appears he is passing a tree with mountains in the background. He knocks Willow over as he rides by and continues on, but if you notice he passes the very same tree and is now going toward the same mountains he just rode away from. In other words, he rode out of a scene and right back into it without pause or change of direction. Hence, "The U-Turn".