Thanks, guys. I guess I've been doing it right so far. I spend about half an hour in the bathtub in really hot water, and then I drain it and go total cold, and for some reason I cannot feel it at all, which is really weird...I think it's because I sit in an empty tub and the water fills in slowly so that I have chance to get used to it, because it feels like tepid water, and then when I put my hand in it, I go OMG that is SO COLD! It's like sitting in ice cubes. So I sit in the tub but I put my feet on the wall ;)
It's kind of fun, but I haven't see any effects from it yet, except maybe that my body temperature is much more stabilized...no more freezing all the time!