"Creep me out": almost always used when something either scares you or disgusts you.
*That guy is staring at me. It is really creeping me out! ...
*I saw a spider today. They creep me out.
"Freak me out.": almost always used in cases of fear, especially shocking/sudden fear.. rarely used to mean disgust.
*That cat jumped out from behind the tree! It freaked me out!
*Did you see that lightning?! Wow, that freaked me out!
Hope this helps! ^^