At one stage, the Bees hadn't won in nine games.
Frank said: "It has been my biggest test so far. But anything can happen in football. You see that everywhere in the world. You learn every single year and gain more experience.
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"When I was at Brndby, I chose not to win the first eight games. Just to test the chairman of the board (Jan Bech Andersen) and everyone else in the management," said the Dane with a twinkle in his eye.
"Then I did the same here (in Brentford), where I lost eight out of ten games. It was really hard because I was new to the club.
"There is only one thing to do. Remain calm. As calm as you can be."