Oooh I had the same problem! First off, does your horse have shoes on? If he does, the ice will defiantly be in there because the metal on the shoes attracts the ice.
If there is ice, I just take the hoof pick, and go to the top of the frog where there is the little creases outside of frog, and scoop the pick in there, and the ice just pops right out. Hard to understand? Aha sorry didn't know how to exactly work it.
Another way is to get a small hammer, and gently hit the ice with it, and it'll come out. I did it on my horse's hooves, and he didn't mind it at all.