I love seeing the foxes. I think if you gave the fox gifts they get more friendly and then you can ask them not to bug your chickens. I have given a fox a gift or two, just to see what happens, which isn't much till the relationship bar gets higher, I guess. I was able to ask that fox to drop the egg he had stolen, and he did, but after standing around next to it for a minute he ate it. I guess that is because it took my sim an age to get over to where he was standing. I'm not so bothered by it, at least not right now; I haven't dressed any of my animals yet or made any real effort to be friends with them. To be honest, right now I'm kinda on the fox's side. B)
There are a lot of different foxes, so while one fox might be nicer, the rest will still bother you.