Right way to defrost roux
You don't need to defrost it, you can add cold roux directly to a boiling liquid.  To avoid lumps from the roux, most cooks suggest you either add cold roux to a hot sauce, or cold liquid to hot roux.  

If you heat the roux gradually with the liquid you may get lumps, and don't get a good impression of how much thickening is going on until it heats fully.