I was trying to do the skip behind the Bowser shell statue, but when I was trying to do the skip, Mario/Luigi get frozen and after a while, Mario/Luigi dies. Can someone help me?

Once you get behind the castle, hold right. While holding right, you have to move up right for about half a second and then switch back to holding right. Once you make it past a certain point (the point you see the skip happen in videos), you hold down right.

It's hard to explain without pictures or something but maybe this will help a little. If you still can't do it, I can try to make pictures to help.

In addition to what Vallu said, freezing like you did happens if you're too close to the castle, and you fall down if you're too far away. The thing you should adjust if you're still having problems is how long you hold up-right before switching back to right.