There is more than one artist with this name:
1) Rox is the stage name of the London-based soul and pop singer of Iranian & Jamaican descent, Roxanne Tataei. Her musical training started in her church choir as a child before she enrolled in the Brit performing art school. After forming her first band in 2007, Rox attracted interest from a variety of labels, before signing with Rough Trade in November 2008. She is most notable so far for touring and recording with Mark Ronson. Her début album Memoirs has just been released June 2010.
2) American new wave band that consisted of Mike Rox (vocals), Snuffy Walden (guitar), Kevin James McCormick (bass), Dan Schmidt (keyboards) and Ralph Muscatelli (drums). They released a self-titled album on Boardwalk Records in 1981.
3.) DJ from Croatia playing mostly Goa and Psy trance and psychedelic chillout
4) The Rox Video Troupe has occasionally performed under this name