they come in three sizes and are flexible ropes if you will that are crammed into a too large crack and then the caulk is applied over this. the rods act as a back that will allow caulk to stick to and take up the space.
They are great. I keep the three sizes with me all the time and use them about as much as my cordless drill.
in home centers should be found on the weather proofing ailse. Ask for Backer Rods.