A frost-proof hose bib (sillcock) has a long stem that extends 6-12 inches through the wall. When you turn the handle outside, the actual shut-off point is inside the heated space -- where it cannot freeze. Standard hose bibs shut off at the exterior wall, leaving water in the pipe between the valve and the outside. That water freezes and bursts the pipe inside the wall. If your outdoor faucet drips, will not shut off, or has frozen and burst, a frost-proof replacement prevents it from happening again.