To complete this medal, you need to play a battle in Ice Caverns. In the right part of the map, there is a frozen foot stuck in the ice wall. That is a foot of a dead Future Soldier. You need to shoot it with a weapon which ignites Fire (Flame Thrower is recommended, but others can do it too).
You will have to keep it under fire for few seconds until it melts. When it melts, you get the Cold Feet! medal. The foot will disappear from the map and it won't show up again even in later battles.
- Future Soldier is a reference to another game series made by Sky9, Raze.