For an example of how to delete your FrostWire preferences for Windows users, see
How to delete your FrostWire Preferences folder
Problems starting FW or error messages when trying to open, try right-clicking the actual FrostWire program (not the shortcut) & change compatibility mode to either Windows 2000 or Windows NT. Try this even if you're using Windows XP. But not applicable for windows 98 users.
Make sure you have the latest Java.
http://www.java.com/en/download/manual.jsp It is always
safest to download the "Offline" installer version. Problems installing using the online installer are common. The result can be a corrupt installation. Though you may not realise the installation was corrupt other than FrostWire not behaving or working.