My kids loved it!

Why does the water need to be hot?

I don't think it matters much, just shows the effect on boiling water as opposed to room temp

Maybe they boil it so that more of it goes to steam when it's poured, which would get dispersed in the air faster and make smaller molecules which would then be easily frozen in that wind.

But I'm just guessing. It sounds plausible.

I don't like this one as much as the one on Break where there was no wind, just a streamline of snow.

It doesn't have to be boiling, it just needs to be really really hot. We can do that here on really cold days.
It's the Mpemba effect.
http://en.wikipedia.org/wiki/Mpemba_effect