You really don't want it to get too warm in there. Getting it to warm can make them more susceptible to illness when they are going from a warm coop to a cold yard. I would start by hanging it pretty high (several feet if possible) and then adjust them lower if the water is still freezing. Fortunatly we don't get many days below freezing here. I have two large waterers that I switch out a few times a day to keep them from freezing.
This probably doesn't apply, but my grandmother had oodles of chickens. She would never let them out when it got too cold. She said they quit laying. I wouldn't know about that, but I can remember when (as a 4-yo) she was always glad when I went home after baby sitting me for a few days because she always knew her chickens would start laying once again. LOL
Well I hung a second lamp last night to keep the water from freezing and it worked. I just checked in on the "girls" & I was gifted with another ( One egg..) that makes 2 since Friday afternoon. It was layed however on a bare shelf not in a nest, makes me wonder if whoever is laying always did this. The first egg I found on friday after noon after we brought the hens home was in a nest? Go figure.. I guess they will decide where & when to lay.. Again..out of my control.. & I hate not having control of things.. I never realized that before now...