Bacteria such as E.coli cannot transport large DNA molecules naturally.  While it is possible that channels called adhesion zones might allow the passage of DNA into a cell, the acidic phosphates of its backbone and those of the plasma membrane are negatively charged, repelling one another.  One hypothesis for competence is that freezing the cells at 0oC crystallizes the membrane, stablizing the membrane phosphates, and the cations (Ca++, Mn++, K+, Co+++) in the transformation buffer complex with them to diminish repulsion.  Subsequent heat shock creates a thermal imbalance which "pumps" the DNA into the cells.