Freeze is installed when you jailbreak using geohot's purplera1n. When run, it installs Cydia. Freeze has been replaced by blackra1n, installed by the jailbreak tool of the same name.
How to use
Simply load up Freeze and click "Install Cydia". Wait for it to install then, if Cydia doesn't appear, reboot the device.
Removing Freeze
Download CyDelete from Cydia and use it to delete Freeze. Installing Cydia is Freeze's sole purpose
More info
geohot's Blog [Archived 2009-11-03 at the Wayback Machine]