Assuming you mean all those things that ship you a box of X per month, pretty easily - you just say you'll do this, and do it. Beyond setting up a business license where you live, not much else. However, you'll have to consider things like supply, warehousing, returns policy, value add in the box vs. cost of supplies, shipping costs, quality of the goods involved, etc.

Setting up a box service is easy - one that actually makes money, well, that's harder.