ROX is a desktop environment "based around the filer". It is acronym for RISC OS on X, an d tries to "bring some of the good features from RISC OS to Unix and Linux". Anyway, if you want it, you've probably checked it out already, so lets cut the nonsense.
There are two ways to install it, the usual way, and through Zero Install.
The package, though it doesn't seem like it, has the desktop stuff with it. You install it through this extremely complex and counterintuitive method:
pacman -S rox
Arch Linux does not exactly have a zero-install package (that I am aware of), so this can be a potential PITA.
Make sure you have the packages 'python' 'gnupg' 'pygtk' installed.
Download the GPG key
gpg --recv-key --keyserver www.keyserver.net 59A53CC1
Download the actual 'injector'.
Check the signature using GPG, if you care.
You can stuff everything in a new directory like I did, or sit in $HOME. Then extract and cd into the extracted directory.
Fun python install stuff (as root).
python setup.py install
Actually installing and using things is a little different, just read their stuff: http://www.0install.net/injector-using.html
Even more difficult than the pacman installation:
You need to run rox before your window manager. Here is my line, using openbox as the WM
rox -b Default -p default ; exec openbox