When something or somebody is injected into space, they always freeze in seconds. The logic is that "space is cold" but space is mostly a vacuum and vacuums don't have temperature. Vacuums insulate against conduction, so you're not going to freeze anytime soon. (You'll lose heat via radiation but that will take a while).
Not to mention the effect that zero pressure has on freezing/boiling points. If anything you'd be steaming as all the water on you evaporates!
The evaporation cools the remaining stuff down. And steam is not visible. What we consider visible "steam" is fine liquid water dropplets suspended in air, as the saturated air cooling down demands for some of the water to become liquid.
So you can be steaming and freezing at the same time.
It'll cool you down a bit but I've never seen any evidence of freezing. There's been experiments on animals and also people have survived vacuum exposure before. According to this animals will survive 90 seconds of vacuum. No mentions of turning into ice like the movies.
I think in Event Horizon they tell the guy about to get airlocked to take deep breaths and then let all the air out of his lungs... which I think is accurate if you want to live as long as possible in vacuum. But then he gets horribly disfigured by the decompression, so they might have only got some points for accuracy.