Frank's hedonism and amorality drove him to seek pleasures of all sorts that caused him to find many Earthly delights mundane. He heard through the underbelly that the box offered the ultimate pleasure, and sought it. Hellraiser II, which has a story credit for Clive Barker, heavily implies that the vendor is knowingly connected to the cenobites. Hence, the vendor might have given Frank the box for nothing, if the situation dictated.
