There are two ways of cooling the oxygen, that I know of.  The first method, has already been mentioned, and that is to put ice cubes in your humidifier, if you use one.

The other method was developed by an old timer, here, and that was as follows:
- Purchase the 25 or 50 foot hose, for your mask.
- Take a tall plastic container, and fill it about 3/4 with water.
- Take the long hose, and leave out a couple feet, and then coil the hose into the container, leaving a couple feet of the end, also, hanging out of the container.
- Put the whole thing into the freezer to freeze that water solid.
- Once it is frozen, and you get a hit, hook the tank up to one end of the hose, and the mask up to the other end, and start sucking away!
- Once the hit is over, return the container back to the freezer, so it is ready for the next battle.

When the oxygen goes through the coiled up hose, in the ice, it cools it down quite a bit.  This method has been very beneficial to some sufferers.

I hope it helps!

Chuck