Well. You could go through Panther Hollow and through Schenley Park to the corner of Greenfield Ave and Blvd of the Allies. From there, take your pick of local roads to get you to where you want to go in Frick Park.
There is also the new option of taking the Jail Trail to the new segment through Hazellewood to Second Ave. From the end it's about 1 mile to Duck Hollow which will take you into Frick park. Getting to Duck Hollow requires crossing 4 sets of train tracks however.