Yes it is a small box inside her cage. She is in this cage. It was housing my male baby rats, but they have since been rehomed. I moved her into this cage about three days before she gave birth.
http://img.photobucket.com/albums/v728/ ... pa1146.jpg
I didn't get a chance to take pics tonight because the batteries in the camera were dead. I'll try agion tomorrow after it's charged.