Riddle Boxes can only be obtained from the dark red chest in Other World.
You must click "Check Item", then drag the item to you inventory, or right click upon the item, before closing the window. If the window is closed before this, the item is destroyed.
The level of the items in the riddle boxes are related to the level of the dungeon in which they are found - typically 2-5 levels higher than the normal gear found in that dungeon. This allows items to spawn above the game's current level cap.