There are two different types that I know about, Barbara. The first is a thin, metal straight edge that you just hold to the die you don't want painted. This works pretty well if you religiously wipe the paint off the edge. You can also use a wide--4" or larger--taping knife to do the same thing. The other kind is like a roller that only has paint on one side with little wheels that inevitably pick up a little paint and distribute it exactly where you don't want it.
Personally, I use a good quality sash brush and find that it's easier to get a good line with, easier to clean, and more convenient since you need it for inside corners anyway. I will use a wide knife to get the quarter round base shoe molding since it gets the carpet out of the way.