It is important to thaw pipes when frozen to prevent them from bursting and damaging your plumbing system. Water left in the pipes in winter time, can freeze, and water expands after freezing, and thus causes the pipes to burst. It is common in areas where the pipe is not insulated, and lies exposed in the cold or the pipes lie in the unheated part of the house.
The first step is to locate the frozen section of the pipe. Try opening all the facets to see where the block is. This also releases any pressure that maybe built up in the pipe. It may only be in the middle or toward one end of the pipe. If there is any running water that might help to thaw out the frozen water in the pipe.
Alternatively, if you locate the frozen section of the pipe, wrap a hot towel around the pipe and keep it hot by pouring hot water on it. Chances are that the water in the pipe will thaw out after some time. Sometime hair dryer or using a heat lamp near the frozen section will do the trick too. If the pipe is located inside a wall or is in another inaccessible area, turning up the heat in the house maybe a good idea. Also heating the area of the pipe closet to the frozen section can also help.
Always take precaution when dealing with such problem in the house. If the water pipes are located near any of the electrical supply, as a precaution, turn off all the faucet and ask an expert to take care of it. Once the pipe I thawed and water if lowing check for any leakage from all the pipes in the house. Major flooding can cause a lot of damage in case a pipe bursts.
Frozen pipe can be preventing by taking some measures before the onset of winter. Remove all garden hoses, and disconnect water supply leading to that area. Use foam pipe insulation in area that are under heated or exposed to cold. Maintain adequate heat in the colder part of your house. Continue checking throughout winter for possible damage by frozen pipes. You can try using there are products available that can prevent expansion of water when freezing available these days. If you away from the house, have someone check your house a few times. Always have the contact number of a plumber handy in case of an emergency.