Below is a screenshot from UNICEF's site. It's amazing how so little can mean the difference between life and death to a child.
So, where do you get the boxes? Hallmark usually has them at the checkout counter. I've read that Pier 1 Imports has them also, though I can't personally verify that. If you don't happen to live near either of those stores, you can print a Trick-or-Treat for UNICEF wrapper and make your own box.
What will the neighbors think? Depending on the age of your kids and their willingness to persist, most just giggle or say, "What a nice thing you are doing". For instance, my middle child will walk up to a house and put out his little UNICEF box. If the person says they don't have any money on them, true to his middle child stereotype, he responds, "That's ok. You can go check your purse. I'll wait." After the shock wears off (usually only a second or two) they laugh then go get some change. Once, he even got a $5 bill from an un-expecting Batman.
My other two usually just offer up the box and if the person who answers the door doesn't immediately know what's happening, they just give up. And that's ok, too. One year the three of them earned $33. Yes, grandma, grandpa, mama and papa contributed, but that was definitely not the bulk of it.
We like to do it with our kids because it's such an easy way for them to give back. It helps them realize that other kids in the world don't live the way we do here. Additionally, they had a tremendous sense of pride counting out their donations. Believe it or not, it sticks with them year to year. They've already begun guessing how much they will collect this year and strategizing how to get even more - donations and candy!