ACR LWOC AT PIT AFTER NEGLECTING TO CHANGE FREQ WHEN DIRECTED AT A FUTURE TIME BY TRACON. WINDSHEAR WAS THE DISTR NOTED.

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10 MI FROM ARPT WE WERE CLRED FOR THE VISUAL RWY 10L IN PIT AND TOLD TO CONTACT TWR WHEN ON FINAL. TURNING FINAL WE ENCOUNTERED A 'HEADWIND SHEAR' CAUTION AND EXPERIENCED LIGHT TURB AND WINDSHEAR. WE WERE AT ABOUT 1500 FT WHEN INTERCEPTING FINAL FOR RWY 10L WHEN THE AURAL CAUTION SOUNDED. WE WERE BUSY EVALUATING THE SIT AND CONFIGURING FOR LNDG AND FORGOT TO SWITCH TO TWR FREQ. WE LANDED WITHOUT INCIDENCE AND BOTH THE CAPT AND I NOTICED THAT WE WERE STILL ON APCH CTL FREQ DURING THE LAST PART OF OUR ROLLOUT. I CONTACTED GND LEAVING THE RWY AND WE WERE CLRED TO THE RAMP. THE CAPT AND I BOTH HAD MEMORY AIDS TO ASSIST IN REMEMBERING TO GET LNDG CLRNC; BUT NEITHER WERE EFFECTIVE HERE (IE; LNDG LIGHT AND WING ICE LIGHTS). CONSIDERATIONS: 1) DISTR OF WINDSHEAR CAUTION TURNING FINAL. 2) BUSY WORKLOAD PREPARING FOR LNDG. 3) APCH CTLR GIVING INSTRUCTION TO CONTACT TWR WHEN ON FINAL VERSUS APCH CTLR SWITCHING US AT THE ACTUAL TIME HE WANTED US TO CHANGE TO TWR FREQ. THIS WOULD HAVE PREVENTED US FROM FORGETTING.