Step 1: THE resources
*sodium polyacrylate (you could find it in a disposable diapers)
Then, by using a scissor carefuly cut the outer layer of the diaper. You might found somethings that looks like a cotton, thats the sodium!!Now read the next step.
Step 2: MAKING it
If you the snow to become cold just like the real one, just put it into a refrigerator( not below freezing temp. It will make the snow to become hard like a ice cube)