Fill your shaker's tumbler with cracked ice. (Some people like to add some of the lemon peel. I approve, but often don't remember or cannot be bothered.)
Shake until a thin frost forms on the outside of the steel part of the shaker.
Strain into the awaiting vessel filled with fresh, "dry" ice. (Not "dry ice" but ice that happens to be dry. This is crucial.)
There you go.