I'm going to assume you have polyethylene (poly) pipe. Poly pipe is popular in areas that get very cold in the winter because it is "resistant" to freeze breakage. burying it 8 to 10 inches helps protect from freezing as well-- common bury depth is around 6 inches. The best way of protecting your sprinkler lines from freezing is to use automatic drains http://www.sprinkler.com/buy/line_drains at the low points of the line which, as the name suggests, automatically drains the line each time the pressure is turned off. If installed correctly you can save a lot of potential heart ache.