You might get some warning though, so you can place her in the box. Missy was eating, then jumped onto the bookcase layed down for 5 minutes, meowed once and then had babies.
I made mine 2 weeks before ,and then about 2 days before she started laying in it ,also defenitly get a high box when the kittens were 2 days old one rolled out of the nest so thats when I put them in a box and no probs since.
I unknowingly set mine up only hours before!! Not so much a nesting box as towels on the floor in the closet. (The kind of closet with sliding doors - long and narrow.) Once she went into labor she followed me into the closet and had them there. She really wanted to be with me. She even jumped on my bed while I was on it. That's when I decided to sit in the closet. No births on my bed! Ugh!
The funny thing though, is that yesterday morning she moved the kittens under my son's bed. We moved them back to the closet. She moved them under my bed. We moved them back and I sat with them in the closet. She picked one up 3 times and I took it away from her each time, told her no and put it back in the closet. Fourth time I let her take it back under my bed. She came back and the other 2 were crying by then so she started nursing them. Fifteen minutes later I brought the other one back to her and she's kept them there since. I guess I finally convinced her.