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 Freeze has been replaced by blackra1n, installed by the jailbreak tool of the same name. blackra1n allows you to install any of up to three different package managers (Cydia, Rock and Icy). See blackra1n for more info.
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.