If you open Disk Utility, do you see FrostWire listed as mounted device/image? If yes, remove it, I found this can cause problems. ie: select it & choose eject/unmount.

One thing to try is drag & drop the FW program into the trash, drag & drop the frostwire preferences into the trash, drag and drop the Frostwire package file into the trash, empty trash. Then re-install FW. You will find FW preferences folder inside your user account library: /Users/your_username/Library/Preferences/Frostwire

I'm not sure about FrostWire, but I'm guessing the package file is called install frostwire.pkg ... example image for LimeWire: Receipts folder sample image

I'm guessing if you opened Console you might find a frostwire crash log which 'might' give a clue at the very top few sentences of the log.