The box actually does help create a miniature "subwoofer" of sorts, and it does indeed help. However, it is true that you can mount up to 6.5" speakers on your rear deck - my car has them stock, and all e36's in theory should have the same rear deck. Make sure that when you mount the new speakers, if you take out the box, to mount them as tight tot he frame as you can to reduce rattle. You might have to buy some kind of adaptor or something - I noticed today when I was soldering that the mounts that the 6.5's were on were shaved in parts to mold to the frame of the car.
1998 BMW e36 M3 Sedan
Crap, I think I may be a yuppie...
2003 MINI Cooper