Exactly, freezing them in a ziplock freezer bag with water. When the shrimp are fresh the quicker you separate the heads from tails and put them on some ice the fresher they will stay. As soon as they die they let out a little toxin into their bodies and that turns them black. You can ice them, no water, when you first catch them and they will live longer. Just watch them and when you see them dying stop, quickly separate heads from tails and put the tails on ice. They should keep real nice in freezer in water 3 to 6 mos maximum depending on how much air you remove. I also get some each year from a commercial fisherman friend of mine. He does almost the same but gives them to me in one of those clear plastic square jars that Costco Mixed Nuts come in. After he fills the jar with tails he fills it with water and freezes. I've had them in the freezer over 6 months and they were awesome.
Enjoy,