Okay, so I solved this problem discussed here, although I didn't go through trouble of showing $f$ (defined in the link) is a homeomorphism by showing images and preimages of open sets are open; I just used the maps to product theorem. However, I have been wondering whether $X_K$, defined as the consisting of all $(x_i)$ such that $x_i = a_i$ when $i \notin K$, where $K$ is some finite set, is connected in the box topology.
Consider $A = \{(x_i) \in X_K ~|~ x_i \neq a_i ~\forall i \in K \}$ and $B = \{(x_i) \in X_K ~|~ x_i = a_i \mbox{ for some } i \in K \}$. Clearly these are disjoint and clearly $B$ is open in $X_K$: if $U_i = \{a_i\}$ for all $i \notin K$ and $U_i = X_i$ for all $i \in K$ (I suppose $U_i = X_i$ for every $i$ would work, too), then $X_K \cap \prod U_i = B$. Showing $A$ is open, however, is a little different. It seems that I need to choose $U_i = \{a_i\}$ for every $i \notin K$, and $U_i$ an open set not containing $a_i$ for every $i \in K$, in order to show that $X_K \cap \prod U_i = A$. My concern is in choosing $U_i$ so that $a_i$ is not in it. How do I know this is always possible? For what topologically spaces is it possible?
EDIT:
Okay. Here is an attempt at proving $X_K$ is connected when $\prod_{i \in I} X_i$ For simplicity, I will in most places replace "$i \in I$" and "$i \in K$" by "$I$" and "$K$", respectively; for instance, $(x_i)_{i \in I}$ will be replaced by $(x_i)_I$, $\prod_{i \in K} X_i$ by $\prod_K X_i$, etc.
Let $f: X_K \rightarrow \prod_K X_i$ be defined by $f[(x_i)_I] = (x_i)_K$; it is clear that it is a bijective function, so I will proceed to showing it is bicontinuous. Let $\prod_K U_i$ be some basis element in $\prod_K X_i$. I claim that $f^{-1}(\prod_K U_i) = X_K \cap \prod_I V_i$, where $V_i = U_i$ if $i \in K$ and $V_i = X_i$ if $i \notin K$. Suppose $(x_i)_K \in f(\prod_K U_i)$. This happens iff $(x_i)_I \in X_K$ and $f[(x_i)_I] = (x_i)_K \in \prod_K U_i$ iff $x_i \in X_K$ and $x_i \in U_i = V_i$ for $i \in K$ iff $(x_i)_I \in X_k \cap \prod_I V_i$.
Now, let $\prod_I U_i$ be some basis element, and therefore $U_i = \{a_i\}$ if $i \notin K$, and for $i \in K$, $U_i$ is any open set in $X_i$. I claim that $f(\prod_I U_i) = \prod_K U_i$. Let $y \in f(\prod_I U_i)$. This happens iff there exists a $(x_i)_I \in \prod_I U_i$ such that $y = f[(x_i)_I] = (x_i)_K$, where $x_i \in U_i$ for $i \in K$; moreover, this happens if and only if $(x_i)_K \in \prod_K U_i$.
First, is there anything wrong with either proof; any improvement on the ideas or clearer presentation? Second, is there simpler way of doing this?