If they are spread out along the length of a larger branch, I use my smoker to try consolidate them into more of a cluster. Then I mist them with a little water to get their wings wet and use a brush or feather to knock them into the box as best I can. If I can't get them to cluster up sufficently to knock them off in a clump, I use a paper cup with the rim trimmed off as a scoop. The water misting is most helpful in keeping the bees in the air down. Once you get the queen into the box, most the rest of the bees will eventually follow.
"The UNKNOWN, huh? That would be SNORBERT ZANGOX over in Waycross."