From the ClickerSolutions [1] mailing list:

As a surprise for her husband, a list member wanted to teach their dog to retrieve a cold drink from the refrigerator. She was concerned that her dog wouldn't want to pick up the cold metal and asked the list for ideas. The list responded enthusiastically both with success stories from people whose dogs didn't mind picking up cold cans and with suggestions such as a foam insulating cover for the can and a cardboard six-pack carrier with just one drink in it.

The list had one other piece of advice: Teach the dog to open a cooler, not the refrigerator, to get the can!