If you just want to get the checkmark in a box and don't specifically need to create it yourself, there are two symbols listed in The Comprehensive LaTeX Symbol List that you could use:
\documentclass{article}
\usepackage{wasysym}
\usepackage{marvosym}
\begin{document}
\CheckedBox% from wasysym
\Checkedbox% from marvosym
\end{document}
EDIT:
Also, there's the Unicode character 9745 "Ballot Box With Check" ☑ that you can insert directly using XeLaTeX. If you choose the right font, the checkmark will be inside the box entirely. I just used two fonts that I found on my Win7 machine.
%to be compiled with XeLaTeX!
\documentclass{article}
\usepackage{fontspec}
\begin{document}
\setmainfont{Arial Unicode MS}Arial Unicode MS: ☑
\setmainfont{DejaVu Sans}DejaVu Sans: ☑
\end{document}