If I am to guess, you are referring to how your stomach seems to bloat after drinking cold water.

This is a common myth that many people seem to believe, but the truth is it does not make anyone fat nor makes the stomach bloat. 

Drinking water, whether hot or cold doesn't really matter as the moment it reaches the stomach, seconds after it will warm up. Water also passes out of the stomach very quickly, so it doesn't stay in there for a long time.

Drinking cold water however causes the stomach to  contract (but not bloat) which probably is the main reason for the confusion by others. :)