In 2002, Frost wrote and presented the show "Danger! 50,000 Volts!", a spoof of the outdoors survival genre in which military experts demonstrate how to improvise solutions to dangerous problems. In the same year, Frost co-wrote and starred in "The Sofa of Time" with Matt King. In 2004, he appeared in "Shaun of the Dead", a "romantic zombie comedy", written by Simon Pegg and "Spaced" director Edgar Wright. In late 2005, Frost starred in the comedy sketch show "Man Stroke Woman" on BBC Three. A second series aired on in early 2007. In early 2006, Frost played Commander Henderson in two series of the BBC Two science fiction sitcom, "Hyperdrive". Also in 2006, he acted in "Kinky Boots". Frost had a small appearance in the British comedy "Look Around You", a parody of 1970s/1980s technology parodying the format of shows like "Tomorrow's World".