There are several ways to apply cold therapy these days.  You can always place some ice cubes in a plastic bag and then wrap the bag in a towel before applying to the affected area.  The best option, in my opinion, are gel packs that can be purchased at your local pharmacy, stored in your freezer and used whenever needed.  These gel packs are great because they are soft and pliable and can be molded to fit the affected area.  I always keep a couple stored in my freezer just in case.