They're just like they sound: Little foam wedges that cup and cushion your heels. They're like shock absorbers for your feet. And gosh, it's like a piece of heaven in your shoes. I've worn them in two pairs of shoes and so far they've fit both well. That's surprising considering I already have enough 'equipment' in my shoes as it.
Anyhow, heel pain or not I highly recommend looking into getting a pair. They do absorb the impact of walking (or rather, limping) and make it easier on your feet and other joints. Look for foam ones that are thick: They offer the most support and comfort, compared to gel ones that can squish and make your feet slide around. Anything for happy feet, of course!