When water freezes, it expands with enormous force. It's the force that breaks up highways, splits garden hoses, explodes beverage cans in your freezer, and it's the force that expands and cracks pool pipes, filters, pumps and skimmer baskets. If you are closing up your pool for the winter, you should always take precautions to protect from freeze damage no matter where you live—even pool owners in the south have learned, to their regret, that freezing temperatures are an ever-present risk.
To start the process, drain the water down below the skimmer mouth. DO NOT EMPTY THE POOL! The expansion of the soil under the pool as the water in the soil freezes can jack the pool right out of the ground; it needs the weight of some water to keep it firmly in place.
BE GOOD TO YOUR PUMP AND HEATER
Disconnect your pump and filter. Make sure all water is completely drained from the pump. For insurance, turn it upside down once and dump any excess water out. Remove the drain plugs from it (there may be one or two); they'd trap water inside, which is bad. Once you've drained the pump, turn it on for just a second or two (no more—the seal is vulnerable to damage) to expel any remaining water from the impeller. Store any small plugs or parts in the pump basket, so they're easy to find next year.
If you have a heater, drain it and make sure there is no standing water inside. Blow it out with a compressor or shop vac. Drain the heater completely, remove any drain plugs, and stash those plugs too in the pump basket for next season.
Remove all return jet fittings (the entire fitting!). If you crack a fitting while removing it, don't panic! You can get a replacement come spring. Remove all skimmer baskets. Put fittings and any other items that you remove in one of the skimmer baskets or the pump basket to avoid loss (this includes the dive board bolts too).
NO WATER IN THE PIPES = NO FREEZE DAMAGE
Unscrew and loosen any quick-disconnect fittings or unions at your pump and filter system, then blow out the pipes. A wet-dry shop vacuum or air compressor is ideal for this. Force the air from your pump down the skimmer and through the skimmer (or "suction side") pipes.
Blow out the return plumbing by hooking up your compressor to the return lines at the filter system, or by screwing it into the pump's drain plug. Keep at it until you see air bubbles emerge from the return jets, then tightly plug the fitting below the water line. Close up all exposed pipes with plugs.
Also blow out the main drain line (if any). No diving necessary to plug up the drain pipe—when you see bubbles coming out of the drain, plug the pipe on your end or close the gate valve. This will create an "air lock" in the line, ensuring that no more water can enter it from the pool side, which protects the main drain line.