I have a gas wall furnace heater (not central air). The gas company tech said that my Hot Box (or Burn box) is cracked or ruptured. I also noticed there are popping sounds when the is running. What is a hot box and how do I replace it if it's bad?

The gas burns inside a plenum that has chambers in it-AKA the burn box or heat exchanger. If the exchanger is cracked, you are going to have a carbon monoxide problem, very dangerous and life threatening. It is probably cheaper to replace the heater with a new one than replace the exchanger.