Frank met Roxy as a client and enjoyed banging her and her crass personality so he decided to marry her. The gang was not thrilled by this news so they tried to help her clean her act up, as she was addicted to alcohol, and using (possible addicted to) crack. Dee took her to a high-end fashion store where she nearly got kicked out for pouring vodka on a $500 jacket, but flashed a huge wad of cash at the employees, impressing Dee. Roxy then invited her client, who claims to be Tiger Woods, but is actually an impersonator (the same one who impersonated Donovan McNabb in The Gang Gets Invincible) to Dee's apartment, where Dee agreed to let him rub her feet for $500.
Dee took Roxy to Charlie's apartment so Frank could propose, but Roxy passed out and died due to smoking too much crack. The gang dragged her body to the hallway and called in an anonymous tip from a payphone. ("Frank's Pretty Woman")