A glove box is a semi-sterilized air closed small space where you can only work with your hands. You can stick your hands in through 2 holes. Because the space is small and air closed, there's little or no bacterial movement in the air, thus the possibility of infection is minimal.
It's not difficult and it certainly doesn't need to be expensive to make a glove box. The glove box is actually the best option for those who have a low budget but want to take their mushroom growing to the next level.