"A pen register is an electronic device that records all numbers called from a particular telephone line. The term has come to include any device or program that performs similar functions to an original pen register, including programs monitoring Internet communications."
http://en.wikipedia.org/wiki/Pen_register

Basically they monitored all the internet usage of Ulbricht for a few days, this was "judicially authorized".

"The Pen Registers did not collect the contents of any communications. They collected only routing information, such as the IP addresses being contacted using the account, router, and devices, the ports being accessed, and the MAC addresses of the devices involved.
We used the Pen Registers to track when Ulbricht was connected to the Internet and what IP addresses and ports he was connecting to. By monitoring when Ulbricht appeared to be online, and comparing it to the times when “DPR” appeared to be logged in to Silk Road (as reflected by his activity on the Silk Road discussion forum), additional evidence was collected corroborating that Ulbricht was in fact “DPR.”

More at 18 - 21 in the declaration