a couple ways
1st, place the frozen rat in a bag, zip lock is fine, place it in hot water ( not boiling) and leave it there for about 20 mins, you will probally have to chnage the water when it gets cooler. You may need to chnage it 2-4 times depending on the size of the rat.
2nd- place the fozen rat in your room temprature room and leave it there over night, then in the morning it will be thawed
3rd- Place the rat ( out of the bag) in a bowl and put a dome light over the bowl, in about 5-10 mins depending on the wattage it should be sufficient.
Im not saying that these techniques are right, but over time i have came to the conclusion that these work the best, hope it helps ya