Ctrl+Backspace inserts a small box instead of erasing

The "box" you're seeing is what is known as a control character. The box is displayed because, as you've discovered, not all programs handle the ctrl+backspace to remove a word.

This control character is one of 33 "non-printing" characters in the 128 character ASCII character-encoding scheme.

http://superuser.com/questions/33142/ctrlbackspace-inserts-a-small-box-instead-of-erasing