There are two reasons for freezing sloes - the first is to mimic the first frosts, said to improve the quality of the berries and the second to ensure that you don't have to spend all that tedious time pricking the damned things. If you freeze them and use them frozen, pouring the gin directly over them before mixing with the sugar, the skins crack and hey, presto, ready made holes. If you don't want to freeze them, I've got another method which gives you a drier, more grown-up and slightly almondy flavour to the finished liquor - stick the un-frozen berries in a strong plastic bag and whack them very hard with a rolling pin. Proceed as normal recipe.