Thanks Blaise06a and amipal!
The answer to the question is quite simple - the photograph was taken at around -10C outside :) The ringlite that I use produces very little heat, so I freeze and the snowflake stays frozen!
Thanks very much for the comments! This is part of a whole series of snowflake images I've been working on. For those curious, you can see more at http://www.skycrystals.ca/ - Thrilled to have won this challenge!