It is time to shut off your water supply stop and waste valve inside your home, if you haven't already.  This valve will prevent water flow to your outside sillcocks (aka faucets.) 

 

Allowing the water to remain in the pipes can cause them to freeze and break, along with the sillcock itself.  Frost free does not mean it will not freeze, if not maintained properly.

After shutting off the supply stop and waste valve, you need to drain out the water left in the pipe by opening the outside faucet, leaving it open for the duration of winter.  Watch for icicles to form under your faucet outside. If you see any icicles, this could indicate you have a faulty shut off valve, then it's time to call your local plumbing professional as soon as possible to repair or replace your inside shut off valve. 
 

High winds and low temperatures can penetrate your outside walls and can cause your pipes to freeze.  Once they freeze, if left too long, they can expand and split allowing leaks when they thaw.  This can cause major water damage to your home.

 

There are ways to help prevent this from happening. Leave just a very thin trickle of both hot and cold water running at night in the faucets that are on the outside walls of your home and then also open up the cabinet doors (if there are any) below these same fixtures to allow the heat to penetrate the air around the pipes.

If your pipes do happen to freeze, do not attempt to thaw them yourself. This is a very high risk for fires.  Hiring a professional with professional grade equipment can reduce the risk of fire and get your pipes thawed more quickly, helping to prevent splitting.