Lobster should be thawed before cooking because it makes the meat much tenderer than if you were to cook it frozen. You will find that frozen lobster tail is available at most of your average larger grocery stores and supermarkets, so you should not have much trouble finding it at all. Whether the lobster is fresh or frozen though, the price you pay for it will most likely vary depending on the season you get it.
Make sure that you have purchased your lobster from a reputable trustworthy place, because otherwise you might risk experiencing problems with bacteria and food poisoning, which is the last thing you want. When you are boiling lobster tails, you will need to make sure that you drop them into boiling water after they have been thawed, adding one teaspoon of salt for each quart of water for flavoring.