I find it hard to believe he told him to hit Frank. When he went back in the dugout, I was watching him and he was motioning to the catcher to pitch inside. Pena thought the reason the Sox lit up the Royals in KC was because their pitchers refused to throw inside. Once beanballs start, and warnings are issued, you can't pitch inside anymore, see Matt Ginter, and his pitchers would get lit up some more.
If he did order his guy to hit Frank, and he admitted it, he should be suspended, but I really doubt he did. Pena is a pretty good motivator, and I think he was urging his guy to go after Frank, and not be intimidated.