Are Undead Immune to Cold?

[Jhulae]

Where can that template be found?

First guess would be Frostburn, but I don't have that book. Our DM does. If not, then maybe Liber Mortis.

 

[Ogrork the Mighty]

It's not in either of those. There was an article on the template on D&D Insider but it was just a fluff article and didn't actually reveal the template itself.

Have you actually seen the template?