there is a red glowing strongbox there and I wonder how to open it!!!

There's also two in Helm's Hold who can't be opened. It just says locked. I have a rogue henchman, and when there's a trap that can't be disarmed (also on these two boxes), he tells me. But he doesn't saying that he can't unlock it there. And I can't hurt the chests either. Any ideas anyone?

Tyrion, there are several ways to do this. One is to tell your henchperson to stand their ground, preferably a good distance away. Then go open the box. Hopefully, you can survive the 60 or so points of damage that it does. I believe it's fire, so if you have any fire resistance items or spells, use them. Another option is to bash it open from afar. You can't do this from melee range, or you'll just trigger the trap. Good options are damaging spells, like Melf's Acid arrow, or enchanted arrows/bolts/sling stones, like those that do fire or acid damage.

I've found one box in Helm's Hold, in the basement, that I can't open no matter what I do. None of the henchmen or my pixie familiar will even attempt to open it. Nothing will bash it open. I'm assuming it's a bug of some sort.

Note that despite what you might expect, heavily trapped chests don't usually carry any special treasure. You'll often spend an extraordinary effort, and end up with extremely ordinary treasure, like a copper necklace or 12 gp. There are a few exceptions, like the diamond in Docks district.

Some of these chests have a 25/- damage resistance, so if you can't deal out at least 26 points of damage, you can't injury it (only by one, if you do). However, most of these chests are sensitive to elemental damgage (I use acid arrows myself) which slowly take it out. But AndyG is right, usually there is not a "one of a kind" item in them.

in case nobody notice, trap that got super high damage usually don't have anything good inside them.