About the battery problem?

I want to know about the junction box my friend had just told me. I had a problem with my mazda3, the battery on its gauge initially gets illuminated even if the car engine's starts already. After some kilometers of driving, it disappears. At first, I thought the problem is the battery itself, so I bought new one. Then there's still illuminating battery on the gauge, so we thought maybe it's the alternator which has the problem. But then as I continuously drive the car, the problem with the battery disappears. But everytime I start driving it always appear. Why was it keeps on happening??? My friend had just told me it's the "junction box" that has the problem. I'd like to know what it is and how am I going to do to get rid of the problem.