Singular tfilla f. sb. 'prayer; phylactery', plural tfillin 'prayers; phylacteries' are so called because, in the past they were worn during daylight hours, but today they are only worn during morning prayers, but not on Shabbes. From the root f.l.l. 'to pray' of uncertain origin. (All according to Klein. As inselpeter mentioned there are some minor differences in how they are worn or tied, but usually one of the left arm above the elbow (at heart height) and the other on the forehead (above the hairline). Ashkenazic Jews end with the straps on the arm being tied around the palm and then the middle finger three times to symbolize the letter shin. If you google tefillin, you'll find plenty of information in the first couple of pages from different points of view. There's some nice pictures here on tying the tefillin. Greek phulakterion means 'amulet' and is related to the verb fulasso 'to guard, watch, defend'.

Ceci n'est pas un seing.