ColumnFreezing still need to be done on server side. You could invoke server side functionality from the client side, an article in the WebGrid documentation already detailed this behavior, the article is titled Advanced Client-Server Interaction Sample. 

HI Glenn,

I am aware of how to accomplish this on the server side. I was looking for a way to do this from the client side without incurring a postback. I also know that you can right click on the column header and select "Freeze Column" and this activates the freezing directly on client side with no post back exactly what I am trying to achieve.

If there was a javascript function or method I could call (maybe the same one the menu item calls), it would be very helpful as we're having many problems with postbacks.

If you already set the FreezePaneSetting during design time, you could use this snippet to Freeze or Unfreeze the pane on the client side:

function FreezeGrid() {
    var grid = ISGetObject('WebGrid1');
    grid.LayoutSettings.FreezePaneSettings.ActiveFrozenColumns = 2;
    grid.FreezePane(true);
}

function UnfreezeGrid() {
    var grid = ISGetObject('WebGrid1');
    grid.UnfreezePane();
}

The function will be similar with the Freeze Pane and Unfreeze Pane in the WebGrid context menu.