I have been don't worry
EDIT: Frozen towels are really good as well to keep cool without having to hold it in place. This is how I've done it.
1. Get flannel/washcloth and soak it in water.
2. Stick it in freezer. Try to stick it in the shape you want.
3. Wait a few hours.
4. Take it out and place it around neck, legs, sit on it, whatever.
5. Stick it back in freezer when it becomes just a wet cloth.