Well, you don't actually freeze, you jut skip it and go on with the rest of the card.
Some cards have conditions which you have to meet to get a bonus.
Examples
Market:
+1 Card
+1 Action
+1 $
+1 Buy
If you have no more cards in your draw (or discard) pile, you still get the rest of the bonuses.
Treasure Map
Trash this and another copy of Treasure Map from your hand. If you do trash two Treasure Maps, gain 4 Gold cards, putting them on top of your deck.
You could play this and trash just one Treasure Map if you only have one in your hand, but you don't get the Gold. If you have 2 (or more) Treasure Maps in your hand, you are required to trash both of them as the text instructs you to and you get the Gold.
Bishop
+$1
+1 <VP>
Trash a card from your hand. +<VP> equal to half its cost in coins, rounded down.
Each other player may trash a card from his hand.
If you play Bishop as the last card in your hand (no more Treasures, Curses or Victory cards for example), you still get the $1 and the VP, but since you can't trash anything, you don't get extra VPs.
Upgrade
+1 Card, +1 Action, Trash a card from your hand. Gain a card costing exactly 1 Coin more than it.
If you Trash Coppers or Curses (and don't have any Bridges/Princess in play) you don't get anything, because there are no cards costing $1. This doesn't mean that you don't have to trash them, you still do.
Just follow this simple rule and you can never go wrong: When you play a card, you are required to follow the instructions as much as you can.
You don't get any punishment if you can't complete it, nor are you restricted from playing it if you can complete it, and sometimes you use this strategically as per your example with Horse Traders. If you play it as the last card, it's as good as Contraband without the buy restriction.
The cards' texts are mostly unambiguous and use the proper grammatical tenses/moods to note if something is required (Imperative: Trash, Gain, Reveal) or optional (You may...) and if some result is dependent on completing a prior objective (If you do...).