When I changed my gamertag using horizon and saved it, when I put the usb back into xbox and try signing in my xbox keeps freezing.

Delete the profile off of your storage device[s] and then recover it through xbox live.

You cant change your gamertag unless it is an offline account. If your using an online account, you still need to pay the 10$ (US) to change it. The reason for the freeze is like a de-sync, it did not match up with your live gamertage and froze. Delete it and redownlead the profile and everything should be fine.