You should be able to install ROX using the ROX-All package.
If you only want to get the filer, run this (as a user, not as root):
$ 0alias rox http://rox.sourceforge.net/2005/interfaces/ROX-Filer
Click on the Download button and it will download both parts, unpack them, check the signatures and create a rox script in the first directory in PATH. If you don't have a writable directory in PATH, you can add one like this:
$ mkdir ~/bin $ export PATH=$HOME/bin:$PATH
$ rox
$ rox --versions
Some binaries are on the filer download page.
Note: only Linux-x86 and PPC binaries are currently available. The location of the PPC binaries is given in
http://www.hayber.us/0install/ROX-Filer-Linux-ppc.
Install the rest of the desktop as for Red Hat.
After installing, you might like to read the Getting Started Guide.