CUSTOM.exe froze up while I was working on a game! Is there any way I can unfreeze CUSTOM or retrieve the files I modified?

If it is really frozen, you aren't going to be able to unfreeze it. Just kill it. On Windows you can do this by pressing CTRL+ALT+DEL to bring up the task manager. Click on Custom in the list of applications, and click "Kill Process".

Custom has an auto-recovery feature built in specifically to recover your files if it crashes or freezes. To use this feature, simply kill Custom and run it again. It will notice the corpse of the previous copy of Custom, and ask what it should do with it. Simply choose RECOVER temp files as a .rpg, and Custom will make a new .rpg file called "<gamename> crash-recovered 0.rpg". This is the saved copy of your game. <gamename>.rpg is the old version, so you rename it to something else (renaming is strongly suggested). It's always possible that there's a glitch, so you should test your RPG to make sure it still works. The crash-recovered .rpg file might be corrupt in some subtle way, and it might take a while for you to notice! Therefore you should always keep the old .rpg file as a backup.

As for whatever caused the freezing itself, please consider reporting the issue to the buglist so we can try and fix it.