There's a very good thread along with pictures on TractorByNet.
http://www.tractorbynet.com/forums/index.php
It's a great group. I believe what you're lookin' for is under the 'projects' forum. Use their search tool to find the downspout info. As for considering the frost, I would most definately put it deeper than the frost line. May be more work, but would sure be safe!