You must connect each converter box to an antenna that receives UHF and VHF signals. Rabbit ears with only two "arms" won't do because they receive only VHF, and most digital stations are in the UHF band. Try an indoor antenna first; prices start at $20. If it doesn't work, you might need a rooftop antenna. An older antenna might do, as long as it's a UHF/VHF model.
Connect the antenna wire to an input on the DTV converter box, then hook up the box to the TV. You can use an RF/antenna output (a round coaxial cable) or the yellow composite-video output and red and white audio jacks; this will get you better picture and sound quality. A few tested boxes have an S-video connection, which can transmit even better-quality video signals, so use that if your TV has one.
Scan for digital TV channels (usually in the converter box's setup menu) and see what comes in. You can find out what digital stations are available in your area at AntennaWeb.org; enter your ZIP code or drill down to your exact address or street for a more precise listing. Some stations might be moving from UHF to VHF after Feb. 17, so run another channel scan after that date.