Select the cell below and to the right of where you want your freezes.
ie.
if you want rows 1-3 and columns A-C frozen select cell D4 and
then freeze panes.
if you want rows 1-5 and columns A-B frozen select cell C6 and
then freeze panes.
When you click Freeze Panes in the Window menu, you create frozen panes
above and to the left of the cell that has the cursor. So in effect, you're
freezing both horizontally and vertically. Try this in a busy sheet with
the cursor in, say, C4 and move the scroller bars around.