First i wud teach the dog to hold its toys and bring them to you when this has learned use a target to teach him to go to the toy box then put the two things together.
I watched a dog training program where they were teaching this and they said that once they are able to bring them bck to you on command then try putting their toy box between your legs and make them drop it into the box and say 'toy box' (or what ever you want to call it) at the same time so they know thats what they are doing!! and then the usual parising.
I havnt tried it yet as my pup is still trying to bring them back to me on command