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They are called "tefillin" (mentioned in the Torah as "totafos", and often seen in English translations as "frontlets"). They contain parchments with verses from the Torah. During the weekday morning service, one of the boxes (the "Hand Tefillin") is placed upon the left arm so that it rests against the heart, and the suspended leather strap is wound around the left hand, and around the middle finger of that hand. The other box (the "Head Tefillin") is placed upon the head, above the forehead, so as to rest upon the cerebrum. This is in fulfillment of the Torah commandment in the Sh'ma. If you go to a traditional shul and lack tefillin, you can be sure that someone will lend you his and assist you in fulfilling this mitzvah.
The two boxes each contain four sections of the Torah inscribed on parchment. These passages cite:
The Shema (Deuteronomy 6:4-9) - pronouncing the Unity of The One G-d.
Vehayah (Deuteronomy 11:13-21) - expressing G-d's assurance to us of reward that will follow our observance of the Torah's precepts, and warning of retribution for disobedience to them.
Kadesh (Exodus 13:1-10) - the duty of the Jewish people to always remember the redemption from Egyptian bondage.
Vehayah (Exodus 13:11-6) - the obligation of every Jew to inform his children on these matters.
A good summary of the laws and customs regarding Tefillin may be found at http://www.ahavat-israel.com/ahavat/torat/tefillin.asp.
One of the medieval blood libels was to tell gentile peasants that Jews poisoned wells, and received coded magic instructions in small black boxes. The mobs would destroy the expensive tefillin to open them, and mistake the Hebrew verses as "magic codes," followed by the usual rape, murder, and pillage of Jews that (alas) characterized much of medieval Europe.
Note that in some congregations, women also wear tefillin. Although halakha exempts women from this mitzvah, it does not explicitly prohibit them from following it. Some segments of Orthodoxy do feel that actions that are not commanded must be considered as forbidden. Others feel that people should not take on additional responsibilities until they fully carry out those actions that are commanded. Thus, while women such as Bruria (Rabbi Meir's wife) or Rashi's daughters may have been on a high enough level, women nowadays are not on a level that would allow them to wear tefillin.
However, non-Orthodox movements, and some liberal segments of the Orthodox community, do permit it. In those movements that permit the practice, the wearing of teffilin has become an important way for Jewish women to express their Judaism.
The FAQ is a collection of documents that is an attempt to answer questions that are continually asked on the soc.culture.jewish family of newsgroups. It was written by cooperating laypeople from the various Judaic movements. You should not make any assumption as to accuracy and/or authoritativeness of the answers provided herein. In all cases, it is always best to consult a competent authority--your local rabbi is a good place to start.
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Daniel P. Faigin <email@example.com>