OK - I didn't realize that you have only had these birds for a few days. Please stop what you are doing and take the nest box away.
They have to have time to settle into their new home before you can expect them to breed and you have to make sure they are old enough to breed.
The birds should be approximately a year old (especially the female) before breeding. The nest box should be large enough for both the parent birds to fit comfortablely in and if you think it is too small, it might be a finch nest that you have.
I have quite a few articles on budgie breeding and taming your budgies on the site, so read these over.
http://bellaonline.com/subjects/3048.asp is where I have links to articles written by myself as well as other websites that have budgie information.
Please remove the nestbox and read much more before you try breeding them!