You'll need to install the boxproof package from

  http://www.cs.man.ac.uk/~pt/proofs/

For installation instructions, this section of the tex faq is helpful

  http://www.tex.ac.uk/cgi-bin/texfaq2html?label=wherefiles

I installed it like this:

  # ask tex what it's search path is
  $ kpsewhich --var-value TEXMF
  {/Users/srevilak/Library/texmf,!!/usr/local/teTeX/share/texmf.local,!!/usr/local/teTeX/share/texmf.gwtex,!!/usr/local/teTeX/share/texmf.tetex,!!/usr/local/teTeX/share/texmf}

  # I'll use /Users/srevilak/Library/texmf.  Make a directory
  # for the .sty file
  mkdir -p ~/Library/texmf/tex/latex/boxproof
  mv boxproof.sty ~/Library/texmf/tex/latex/boxproof

  # tell tex to rebuild its index structure
  $ texhash ~/Library/texmf/
  texhash: Updating /Users/srevilak/Library/texmf//ls-R... 
  texhash: Done.

Now, \usepackage{boxproof} should work.
