There are two different procedures.
A freeze is governed by federal law. Credit bureaus must offer it, and you can freeze your credit report online without an account with the credit bureau. However, the credit bureau can charge a nominal fee for freezes, or temporary or permanent lifting the freeze, depending on state law.
All three credit bureaus also allow you to "lock" your credit report. You can do this by registering for a free online account with each bureau. They will try to upsell you to a paid membership but you don't have to take it. A lock is generally the same as a freeze, but it is controlled by the bureau's terms and conditions, rather than the law, so the terms might be different. Locks are easier to temporarily unlock.
I have locked or frozen all my credit accounts just to prevent mischief. I've occasionally lost a credit card or had a fraudulent charge, but mostly its a precaution. If your accounts are frozen or locked, you must remember to unlock or unfreeze them before applying for new credit (you can lock them again after).
