if the front page template has a custom query, this is probably missing the ‘paged’ parameter;
in general:
<?php wp_reset_query();
$paged = (get_query_var('paged')) ? get_query_var('paged') : 1;
query_posts('category_name=news&paged=' . $paged); ?>
instead of ‘category_name=new’ you wil probably have different parameters.
if that does not work, you could paste the code of the front page template file into a http://wordpress.pastebin.com/ and post the link to it here.
if the front page template has a custom query, this is probably missing the ‘paged’ parameter;
Which file do you mean exactly ?
depends on your theme, but is usually index.php (could be home.php)