• Step 1: Check and turn off the water main: Before the temperatures drop, find your water main and learn how to shut if off. If you turn on a faucet and there is no water, you may have a burst water main. In that case, shut off the main and call a plumber. Then start investigating the plumbing for cracked pipes and pooled water.
  • Step 2: Find the problem spot: If you get a trickle of water, the pipe is likely frozen. Leave the tap on and try to thaw the pipe, starting near the faucet. If you leave the tap on, flowing water will help thaw the blockage, and is a good indicator you found the problem spot.
  • Step 3: Thaw it out: You can thaw pipes with an electric heating pad, hot soaked towels or an electric hair dryer. Never use an open flame, as you are liable to damage the pipes, start a fire or generate dangerous carbon monoxide poisoning. 

Remember that water only has to freeze once to burst a pipe. In any area subject to even occasional freezing temperatures, protect pipes from freezing, minimize pressure in cold pipes and thaw frozen pipes before they burst.

Source: http://www.networx.com/article/preventing-frozen-pipes-and-what-to-do