The Rox are a small, a medium and a large rock that are on a platform right next to the lift into Darkness house. They are used to get in. One is also featured in Pajama Sam 2: Thunder and Lightning Aren't So Frightening as a paper weight in the V.P's office. It is shown that Rox love cheese as shown in a magazine on a coffetable.
The Rox at Darkness' house are used to help him get up to his house entrance via an elevator lift that gets to the top via three Rox.
Sam uses them to help him get the lift to the top. Initially, he tries to reach for them by hand until the Rox get into his hand themselves. Sam is able to throw the smaller Rox into the basket lift by himself, but the largest Rock had to throw itself into the basket lift since it's too heavy for Sam to throw it into the basket. Sam then goes inside and the Rox return to their original location.
From this point onward, when Sam has to go inside Darkness' house, the Rox will automatically jump into the basket themselves when Sam gets into the lift and wants to get inside.