I have looked at a few whelping boxes but I don't understand how they can stop puppies being squashed. I've noticed that some have rails at the side of them. Do you have to have a whelping box like this?

I've found it best for the whelping box to have removable rails, that come out after a few days. They're not essential, especially with a careful bitch and a small litter, but an inexperienced bitch with a large litter can certainly crush puppies if there are no rails.