Frost allows you to save bookmarks and images into vaults, that are only visible after you enter your password. Exiting Frost will lock and hide your vaults.
The simplest way is to press the Exit button in the sliding menu
You can also tap the Frost notification, or swipe Frost in the recent apps list to close it.
Unlock your vaults, then open the Settings menu and select the Change Password option
Back Next: Bookmark Vault