Hmm.
This is a UK-based site but the Radio Shack box you refer to seems to only be available in the USA. So I'll try to provide answers for both countries.
If you're in the UK, the first thing to do is to use your postcode and house number to check whether you're in a digital TV reception area:
http://www.freeview.co.uk/home
If the answer is a complete 'yes', the easiest thing to do (given that you've already got a box) is simply to try it out. If you don't get a decent signal (or if the coverage doesn't indicate that a full range of channels is available) you need to upgrade your aerial system. You'll need something like this:
http://www.maplin.co.uk/Search.aspx?criteria=P T18U&DOY=9m4
together with new cabling. (Signal amplifiers don't usually help much. However, if you receive all but a few channels, a good one might just make enough difference).
If you're in the USA, start here for general information:
http://www.dtv.gov/
Once again, the best initial advice must be to 'suck it and see'. If you don't get a signal, ask around your neighbours to find out if they've got terrestrial DTV reception. If nobody has, the chances are that you're too far from a transmitter. (Here in the UK, the maximum distance from the transmitter, for reliable reception, is often around 30 miles but this varies greatly with differing terrains and variations in transmitter power). If others receive DTV, but you don't, you need to upgrade your aerial system to something like the one I've linked to above. (It's also important to upgrade the cabling at the same time).
To seek advice from people based in the USA try