Plumbing – Really hot or cold showers

If you have access to the frozen pipe or the cavity in the wall/floor where it is you can use a hair dryer to heat the air around the pipe (a cheap hair dryer blowing up into a wall from a basement unfroze a pipe within minutes for me). I would not apply high heat (e.g. heat gun) to the pipe directly as you can cause the water to expand and damage it. If you have direct access to where the pipe is frozen, applying a towel soaked in hot water is another option.

If you own the home, look into insulating the pipes and the cavity they are in. If you rent, inform the owner of the problem.

I did this a while ago in my shower. I can't remember exactly, but that stem sticking out is part of a bigger cylinder/canister that fits inside of the big pipe. When I did it I worked the whole canister out of the pipe (it was stuck in there pretty good), took a look at it and played with it until I got the right rotation.

Like Daniel suggests, you want to make sure each limit of the movement is fully hot or fully cold. If you get it wrong you can miss the full range, or even have a dead spot in the middle with hot and cold on either side.

It looks like you have to take the front cover of that pipe of to get the canister out. Have fun.