They are called Ovulation Predictor Kits or OPK's. They detect the LH surge which happens 24-48 hours before Ovulation (I am pretty sure about the 24-48 hour part...but could be remembering wrong)
I have had the best luck with the Answer Brand 20 pack(under$25) (NOT the 7 pack mid-stream) I have also had really good luck with the internet cheapies you can buy on ebay.
If you are just starting with them and have a 28-30 day cycle... I would pee on them twice a day starting at cycle day 10-11. Midday/nighttime urine seems to work better than first morning.
Hope that helps