Look at the log file that frox produces and see if it gives you any clues. It should say ``Connect from A to B''. If it doesn't say anything then you aren't getting through to frox at all - check the config file to see frox is listening on the right address/interface. Have you remembered to do the ipchains/iptables command that is in the INSTALL file?
If the log file suggests frox is connecting back to itself then you are probably contacting it directly and non-transparent proxying is switched off. Either switch non-transparent proxying on in the config file, or make sure that your ftp client is not trying to connect directly to frox - either from you specifying the frox machine as the ftp host on the command line, or from the client trying to use it explicitly as a proxy.
If you have a complicated network setup then check the networking section.
Read the client configuration section again
Check whether you have NTPAddress set. If this is set then it must be set to the address and port that the ftp clients are trying to connect to, otherwise clients will not be offered non transparent proxying. If you unset it then all clients will be offered non transparent proxying.
Feel free to drop me a line at frox at hollo.org.
Please let me know what version of frox you are running, what
version of the linux kernel, whether you gave any options to
./configure at compile time, and what point exactly
it fails at. The log file should give you some info, and if
you are feeling brave you could recompile with the
--enable-debug option to ./configure and the log
file will give you lots of information.