The Box (also known as 'The Schizophrenic') involves 2 objects being thrown straight up and down at the sides of the pattern, while the third is passed from hand to hand along the bottom, in the same way as with The Shower. The timing for this pattern is best acquired with balls first of all, before attempting it with clubs.
Since this is quite a fast pattern, it may be easier to use doubles or triples on the vertical throws. The club that you pass along the bottom looks good if held pointing straight up the whole time, and it can be kept motionless in front of you, with your hand taking turns to hold it in place. I have even heard of someone replacing this central club with a microphone, and commentating as they juggled.
A lovely variation of this trick is the Flourished Box, here the central club is flourished on each pass. In order to start a flourish it is necessary to be holding the club upside down in your hand - to achieve this, simply turn your hand over before you take the club, so that your palm faces outwards. Begin the flourish as soon as you have the club in your hand, and do it as quickly as you can - there isn't much time.
As with the shower, you can replace the throws with flats or floaters.