FAQ: What is a Square keyframe shape?

Question: What is that square keyframe icon and how do I apply it?

I know it will appear automatically after the Toggle Hold is applied but I can't seem to get it without it.

You're on the right track. A square keyframe or house-on-its side is called a Hold keyframe. The only way to get it is to select a linear keyframe and go to "Animation menu/Toggle Hold keyframe." This command means "change the currently selected keyframe to or from (toggle means to-or-from) a Hold keyframe." Then all keyframes created after this will become holds as well. To have a keyframe turn back to a linear (diamond shaped keyframe), simply select that Hold keyframe and choose "Animation menu/Toggle Hold keyframe" again.

Some animators I know don't use Hold keyframes at all. Instead, they'll create a regular (linear) keyframe at 1 value, and 1 frame later change the value to a different number. For instance, to turn a layer off really quick at 1 second in the timeline, at 29 frames they'd create a keyframe at 100% opacity and at 1:00 (30 frames) they'd create a keyframe at 0% opacity. To change it back to 100% at 2 seconds, they'd create a keyframe at 0% opacity at 1:29 (1 second 29 frames) and then a 100% keyframe at 2:00 (2 seconds). I don't usually do this (because I dislike extra keyframes: 4 keyframes instead of 3 in this case), but some animators prefer this method of 1-frame-apart keyframes to have something "pop" to a new value.

For more nerdy info on keyframe shapes and what they mean, check out Adobe's AE help page on "Keyframe Interpolation Methods."