Note: Mandriva Linux was formerly known as Mandrake.

Note: These instructions are written for installing ROX on Mandriva 2006 (but based on the instructions for 9.2). These should still hold true for later versions, but your milege may vary.
The preferred method of installation is to use Mandrake's urpmi installer. You'll need to add the contribs repository using the following command (as root):

$ urpmi.addmedia contrib \
> with media_info/

If you want to use another mirror, the program urpmi.setup (also available as web version at http is your friend.
Then you can install the packages (also as root):
$ urpmi rox-lib

You will be prompted to install additional packages:

To satisfy dependencies, the following 2 packages are going to be installed (3 MB):
Is this OK? (Y/n)

This will install ROX-Filer, the shared-mime-database required by it and the rox-lib package required by ROX applications written in Python. Then you can start ROX-Filer by typing rox on your command prompt.
There are numerous other rox related packages as well, to install them, enter the following on the command line as root (all as one line):
$ urpmi -a librox-c1 librox-c1-devel rox-archive rox-clib rox-freefs rox-gcb \
> rox-magickthumbnail rox-menu rox-mime-editor rox-mixer rox-musicbox \
> rox-oroborox rox-pager rox-session rox-system rox-systray rox-utils \
> rox-wallpaper rox-wrappers-multimedia rox-wrappers-networking \
> rox-wrappers-office rox-wrappers-texttools rox-wrappers-utils

To make ROX the default desktop on login, run ROX-Session from the filer. This makes the "default" session listed in GDM start the ROX desktop. Choosing to set another WM as default will prevent you from logging into ROX. This can be remedied by setting ROX as a unique login Session in GDM.

To set ROX as a unique Session in GDM do the following as root:

$ cp ~/.xsession /etc/Xll/gdm/Session/ROX
$ chmod 755 ROX

This will create a Session in the GDM login manager for ROX, allowing you to easily switch between ROX and GNOME, KDE, XFCE4, etc.