Hi Vanda,
There can be several reasons but that is hard to tell.
Can you indicate if you are running "vanilla" or do you have customizations? What processes are started by the users where the sesions get frozen?
On AX2012 CU3 there are some known issues about performance problems and even a memory leak (www.kaya-consulting.com/.../ax2012-memory-leak-hotfix-available). CU5 for AX2012 contains some updates on performance and also includes the fix for the memory leak.
Be aware that AX2012 R2 has newer cumulative updates available. Another note: Frozen clients could also be related to other causes: e.g. SQL settings (startup parameters).