Function PlayerTextDrawUseBox toggle the box on a player-textdraw.
Function PlayerTextDrawUseBox was added in 0.3e and will not work in earlier versions!

(playerid, PlayerText:text, use)
int playerid The ID of the player whose textdraw to toggle the box of.
int text The ID of the player-textdraw to toggle the box of.
bool use 1 to use a box or 0 to not use a box.

Return Values:
This function does not return any specific values.

new PlayerText:MyTD[MAX_PLAYERS];
public OnPlayerConnect(playerid)
    MyTD[playerid] = CreatePlayerTextDraw(playerid, 40.0, 140.0, "_~N~Example text!~N~_");
    PlayerTextDrawUseBox(playerid, MyTD[playerid], 1);
    PlayerTextDrawBoxColor(playerid, MyTD[playerid], 0x00000066); // Set the box color to a semi-transparent black
    return 1;

Related Functions
The following functions may be useful, as they are related to this function in one way or another.