Olympics Rings Frozen in Ice...

The 2014 Winter Olympics at Sochi, Russia, has come to a close. This is a reproduction of the Olympics rings / symbol frozen in ice in memory of the recently closed Winter Olympics

Step 1: Materials

You need the following materials to make the rings and freeze it in ice.

Plastic rings of different colors (Blue, yellow, black, green and red). After a very exhausting search, I came across these rings in a shop. Actually they are bangles for kids and sold in pairs. So I have to buy all these colors in pairs.
Anabond, an instant glue
A suitable tray to add water and freeze the rings
A freezer
A hacksaw blade to cut the rings

Step 2: The Five Ringed Symbol of the Olympics

The symbol of the Olympic Games is composed of five interlocking rings, colored blue, yellow, black, green, and red on a white background, known as the "Olympic rings", This was designed in 1912 by Baron Pierre de Coubertin, who felt that the six colors, including the white background represented the colors in the flags of all nations without exception

Step 3: Make the Olympic Rings

You need to make notches in these rings to interlock them together. These plastic rings can be very easily cut with a piece of hacksaw blade.

Start with the blue and yellow rings and cut small notches in them.
Interweave both these rings together as per the Olympics symbol and keep them on a flat surface over a piece of waste paper
Apply a drop of Anabond on the joints. Anabond is an instant glue and acts in a few seconds. Some of the glue may seep through the notches and make the rings stick to the paper also. The paper prevents the rings from sticking to the surface and can be washed & removed afterwards.
Similarly make notches in other rings also and stick them together with glue.
Intermediate rings need additional cuts to be made for proper interweaving. You can make the cuts one by one and stick them together over the waste paper.

Now the Olympic Symbol is ready

Step 4: Deep Freeze the Olympic Rings

Wash the completed rings in water and remove traces of paper
Place the rings in a suitable tray
Add water and deep freeze

Your Olympic Symbol frozen in ice is ready for display

Step 5: An Afterthought

I thought of adding a caption on the frozen symbol, but could not find a suitable way to do it without damaging the ice. I have tried and had to redo the freezing part twice as the ice got damaged. So, I used pixlr, an online photo editor to add the caption.

Your suggestion for how to write or engrave on frozen ice is most welcome.