First mentioned in the April 3, 2006 Official Lost Podcast as one of the yet-unidentified survivors who will soon become more "interesting."
First "present" (though unidentified) in the episode S.O.S. as one of the peripheral characters who offered to help Bernard build a sign. (He later disappeared, ostensibly having lost interest in the project.)
His actual name is not yet confirmed. Bernard refers to him as "the guy who used to make frozen yogurt," so Frogurt could indeed be his name (life imitating art?) or merely an occupational nickname.
The word "frogurt" is well known in popular culture via a Halloween episode of The Simpsons in which Homer is persuaded to buy a cursed doll because "it comes with a free frogurt!" (The frogurt, unfortunately, was also cursed.) The significance of the word would not be lost on writer Damon Lindelof, who is appaprently a fan of the show (cf. "monkey butlers").
Theories
As with Ethan and Dr. Arzt, Neil's 'soft introduction' prefaces a major story arc, and he will become a major character in the final episodes of season 2.
Possibly the mysterious second author of the diary and brother of Henry Gale.
It would explain why Jack et al inexplicably kept his existence a secret from the other survivors (i.e. a writers' trick to delay the siblings' reunion).
The missing volunteers did not abandon Bernard's project from lack of interest, but have been kidnapped (or worse) by Neil in a desperate attempt to get to his brother.
When exposed as a liar, "Henry" chose not to reveal his real name, perhaps to conceal his relationship with another passenger (and perhaps because Frogurt is an embarrasing surname).
As per the Simpsons reference:
Neil is a combination of both "good" and "bad."
Neil is cursed (but comes with choice of toppings?)
Neil plans to spike their food with sodium benzoate (...that's bad)
In another scene in the episode "S.O.S." Kate picked up a doll that sprang a booby trap. The "Frogurt" reference also dealt with a cursed doll.
