I heard that at the Beginning The Creator of DBZ was gonna make Frieza a Girl but he Changed it because he didn't want गोकु to Hit a Girl!
Well thats why "he" has a girly voice ^^ but I believe that he didnt change her gender... लोल

Now wikipedia about Frieza:

Frieza had many races under his thumb in his planetary trade, but none were as prevalent as the Saiyans. Gifted with natural fighting ability, strength and the ability to become stronger after every battle, Saiyans became powerful weapons in Frieza's subjugation of planets. However, these very abilities made them a liability to the paranoid...