At least on a Mac Audacity seems to have issues when it comes to using third party plugins (i.e. AU or VSTs). To pinpoint which type of plugin is responsible for poor Audacity to crash, you can do the following.
I. Locate Audacity Config File
On a Crapple Mac the audacity.cfg file should be located here: /Users/<your-username>/Library/Application Support/audacity
You’re running a jailbroken iOS 5.01 on an iPad 2 and you cannot use Firewall iP. Installing Firewall iP shows no indication of errors, but when you try to start it, it just splashes shortly and closes instantly. This behaviour is known to some more applications (like Safari or Mail).
It looks like incompatible iOS Apps are responsible for that behaviour. At the moment there seems to be no known approach to find out which app causes issues, but trial and error.
Step 1. Preparations
connect your iDevice to iTunes (cable preferred, WiFi may take forever)