I - Rules
(see AOD, p. 8-9)
If an attack by a monster or weapon with the Frost ability inflicts at least 1 damage on a hero (before applying the effects of armor), he is temporarily covered in a thin sheet of ice, weakening his items. After applying any wounds from that attack, place a frost token next to the affected hero. A hero can have more than one frost token at a time. Monsters are not affected by Frost.
Frost tokens indicate that a hero has been temporarily covered in a thin sheet of ice, weakening his items. At the start of each of that hero player's turns, he must roll a power die for each frost token on the hero. For each power surge rolled, one frost token is discarded. Otherwise, the tokens remain. Each time a hero attacks with a weapon when he has one or more frost tokens on him, he must afterwards roll 1 power die for each frost token on him. If any power die rolls a blank, the weapon used to make the attack is shattered and discarded.
This also applies to the hero's shield each time it is exhausted to absorb damage, as well as to the hero's armor each time an attack deals 5 or more wounds to him (before being reduced by armor).
Example: Sir Valadir has 1 frost token on him when he makes an attack with his sword. After completing the attack and dealing any damage from it, he rolls one power die. He rolls a blank, so his sword is discarded. Then, during the overlord's turn, Sir Valadir is attacked for 5 wounds. He exhausts his crystal shield to reduce it by 1 wound, and his chain mail and base armor reduces it by another 4 - but it still dealt 5 wounds initially. Therefore, he rolls 1 power die for his crystal shield (surge) and 1 power die for his chain mail (blank). Bad luck: His chain mail is discarded as well.
II - References
Heroes with the Frost ability: none.
Monsters with the Frost ability: Deep Elves (master only).