A talk box works like this:

It's basicly a speaker encased in a box with a tube that runs from the speaker to your mouth. When you step on the switch it stops the signal from running into your amp's speakers, using your amp's poweramp to drive the speaker in the box. You play, it fires the sound up the tube and into your mouth. You use your mouth to shape the sound which is picked up by your microphone.

Be prepared to drool all over yourself.