This has been asked a few times before (possibly by me, once), but I'm not sure of keywords you could use to search for the thread. My understanding is these devices are positioned such that they create a vortex which passes over the upper surface of the wing, creating additional lift. Its very apparent in damp conditions as you can clearly see the vortex which is composed of 'fog'. Hope this helps - a flier can probably go into more detail than me, but I think I've got the basic principle correct...
