Find out when frost is most likely to occur in your area with a Frost Dates Calculator found on the internet.
This will give you a good idea of when to worry. Your local news station will most likely broadcast frost warnings too, so watch your 10 or 11 PM news.
It is vital that plants be protected from frost or they will die. Temperatures below 32 degrees are devastating to plants and even 40-degree temperatures can damage tender plants.