Do you mean freeze as in so its unselectable or freeze in time or freeze as in convert it to a static mesh?
Freeze (unselectable) you would do by selecting the spray & hitting freeze selected in the display panel.
Freeze in time you could do several ways depending on the needs of the animation, I'd need to know more first.
Freeze (to mesh) you would do by selecting the spray & hitting 'snapshot' on the tools menu which will copy the spray & convert to an editable mesh. It's a good way to make foliage for trees & bushes as well as bubbles, clouds etc...