OK, another tutorial from yours truly. This effect looks really nice on a gift or bookmark and stuff like that...

Anyways, create a new document. Just make sure you put whatever you want as the height as the width, and vice versa. Don't ask, just do.

FILTER>>RENDER>>CLOUDS. FILTER>>STYLIZE>>GLOWING EDGES, edge width: 1, edge brightness: 20, smootheness: 1. ctrnl+shift+l for auto levels. If you want, you can save what you have as a wire texture

FILTER>>STYLIZE>>WIND. Wind, from the left. The FILTER>>DISTORT>>TWIRL, amount -160. Then color balance, 0, 20, 100. Duplicate the layer, merge down, color balance, 0, 40, 100.

It can't get simpler than this right? Well, it does.

Duplicate the layer again, and FILTER>>DISTORT>>WAVE, default settings. Set this layer's mode to screen. FILTER>>STYLIZE>>WIND, Wind from the left. Now color balance again, 0, 40, 100.

Rotate the canvas 90 degrees CW.

There u go, instant frost walk in 4 minutes!