Here's what to do, courtesy of the New Orleans Times-Picayune.
In case that link ever goes away, here's the TL:DR version:
- Cut off the water supply to your home.
- Relieve any pressure. Open faucets connecting to the frozen pipes.
- Warm things up, gently. Flames or high heat can crack pipes.
- Check for leaks. Listen, look, etc. Check the water meter for motion.
- Contact a professional. There are also temporary repair kits in the meantime.
- Contact your homeowners insurance agency promptly.
- Resolve to drip your pipes the next time.