Should I use the drive gear that has a D with a square around it or the regular D drive gear?

I just got a 2002 Mercury Sable LS and it has two drives. One is a D with a square around it and the other is just a D. Should I use the drive gear that has a D with a square around it or the regular D drive gear? Is the one with the square around it an overdrive gear? Whats the point of overdrive? When is it good to use or is it always good to use?