SOX apparently stands for "Sex Often happens in X-Mas," X-Mas, of course, referring to Christmas. Outside of the series, SOX can easily be identified as a form of the word "Sex". The only reason SOX is spelled with an "O" is because that is what they use to censor words in Japan.
Ayame Kajou, also known as Blue Snow is the head of the organization and its founder. She is friends with Anna Nishikinomiya and also Anna's enemy at the same time
Tanukichi Okuma seems to be the 2nd in command.
Otome Saotome is the organization's "pornographic illustrator"
Kosuri Onigashira doesn't seem to have a specific job.
The SOX headquarters is a small cafe called the Felersio which closely resembles the word Felatio, which is oral stimulation of a man's penis. The owner of the cafe is fully aware of the group's actions.
SOX's main enemy are the decency police.