The awesome graphical designer @StarMelter has created a stunning ColdBoot for PS3Xploit, which is accompanied by sound from d1mtr7 :
If you are on CFW and just want to install the ColdBoot manually, using Comgenies Awesome File Manager, you will need to replace the file coldboot.raf, coldboot_multi.ac3 and coldboot_stereo.ac3 in this location:
Though this method is recommended for all users, run the official tool which you can view here:
This is probably the safest method and is the method used by the official PS3Xploit team.
You can also self host the files and install it that way, the files are present in the download.