well, no. to be fair, I was a bit rushed in my comment, but as I am currently trying to teach kids about things like this - the frequency of the light will be the same, but the wavelength, as Olof said, will change, and therefore, a 400nm violet light will in for example water have a wavelength of 300nm, as the speed of light is lower in said medium.
However, there are a few interpretations which could screw this up, the main objection being something about statistics, a photon travelling through water without interacting with the water for whatever reason would not have a shorter wavelength... but hey, let's leave quantum mechanics out of this.