Fresh pearl onions vs frozen
Fresh ones will require peeling, and probably slightly longer cooking, as the freezing process tends to break down some of the cell membranes. The frozen ones are typically pre-peeled. 

The easiest way I've found to peel pearl onions is to score them accross the top in an X pattern with a paring knife, dip them in a pot of boiling water for 15 seconds or so, shock in an ice bath. Then, one by one, grab them by the stem-end, and squeeze gently -- the onions will typically pop right out of the peels!

Again, depending on the dish, you may have to cook them a little bit longer. If it's a fast saute or stir fry, you may want to leave them in the boiling water for another 30-60 seconds when you're peeling them to soften them up more. If it's a long braised or stewed dish, I wouldn't bother.