There is a filter that will give us the frosted look that we need. Go to Filter menu - Distort - Glass, and adjust the filter settings to your liking. The result would be similar to shown here.

Frosted - Making of - Step 7

Create another fractal, copy it to photoshop, invert (from black to white) and move to the edge of image, so that only part of fractal is visible.

Frosted - Making of - Step 8

Repeat 4 times :)

Frosted - Making of - Step 9

Photoshop has nice shape tool (U key) which I use very often. Create your own snowflake shape, or choose from custom shapes menu. Then apply some bevel and
   
shadow (not much though).

Frosted - Making of - Step 10

You can then use small white brush to add some smaller snowflakes, with the same layer effects (bevel and shadow).

Frosted - Making of - Step 11

We're almost ready! There is only one important step left. Merge entire file into single layer (you can hit Ctrl-Shift-E but make sure to save a copy of PSD before that, in case you need to make changes later). Then, duplicate layer (Ctrl-J) and apply Gaussian Blur filter. Then, set this layer opacity to 30-40%. This will give us nice "glow" effect.

Frosted wallpaper ( see wallpaper )

Author: Vlad Gerasimov
URL:    http://www.vladstudio.com