It is very easy to heat or cool the ball.
For both instances, simply untwist the top of the case, and remove the ball.
For Cold Therapy place the ball in the fridge for an hour or two, which should give you 2-4 hours of consistent, desired temperature use.
If no fridge is available, simply place the ball in a bowl of cold water for 30 minutes, then put the ball back in the casing and twist until you hear the two parts click into place.
For Heat Therapy, the most effective method is using hot water, from either a kettle or a hot tap.
It is important not to overheat the ball, and to test the temperature on your own skin first, before massaging your horse.