Okay, maybe I'm really messing up here, but I haven't been icing it. The splint that's on it (back and front) is SO thick, I don't think the cold would penetrate. There was a a layer of some webbing stuff next to my skin, then several layers of a cotton batting material, then this heavy plaster cast-like material front and back (like a cast that's open on the side), and finally on the outside, a heavy overlapping ace bandage.
I asked the ortho if I should ice it and he said I could, but he didn't think the cold would penetrate all of that stuff.