While I don't know too much about cuban/grey tree frogs (or whatever it is that you have really) I would say get rid of the red light, its probably keeping the tank too hot for the frog (tree frogs burrow when the conditions are not right, like low humidity, high temp, low temp...) You know the frog is nocturnal right? no matter what species he is?
Are there hiding spots for the frog? they need to climb and feel comfortable. I started my white's in a ten gallon (but quickly upgraded) and had plants and something for him to climb on. He seemed to like it well enough.
Secondly, I suggest buying a temp and humidity reader (any pet store should have them, don't buy the strip, useless. exo-terra has some, 6 or 7$) as you won't know what the conditions are without them.
Next, find out exactly what kind of frog he is, post up pics (I like www.talkto.thefrog.org ) they are all really helpful there and know there stuff, but there are other sites you can go to as well. Different frogs have different temp requirements. (like some frogs need more circulation (white's tree frogs) and others need less to keep the humidity in (red eyes))
Don't keep the light on 24/7. a 10 hour period at this time or year is more than enough for most frogs. There haven't been alot of studies about which amphibians can or cannot see red light, and it disturbed my frogs to no end when I tried it.
Since the frogs are nocturnal, you may not see them eating. Is he pooping? I know that frogs have relatively short digestive systems and food goes through them pretty quickly. If he is pooping, he is eating.
Ok I know this is getting long, bear with me.
You didn't mention a water dish? Put one in if you don't have any. Just because he's a tree frog doesn't mean he doesn't need water. Frogs breath through their skin... imagine your mouth/nose getting so dry that the air was painful to inhale...
Ok just a start. Don't feed him too much at a time, seeing as your not sure if he's eating and not sure what he is, it may be stress, as the pet store said, but it may also be it's environment. Get a low wattage compact fluorecent bulb, or go with zoo med's bulbs. Doesn't matter that your frog is in a bright room really. It isn't proven that the frogs need the light, but the plants sure do. (live plants are a great way to keep in humidity)
-----
I think my frog owns a megaphone....
White's tree frogs : 1:1
Mantella viridis : 1:3