Kids and Gun powder!

Hey guys, my 10yr old cousin was playing with gunpowder yesterday and lit a match to see what would happen. He'd seen it done in an old wester the day before. Needless to say, he caught on fire. 2nd and 3rd degree burns. Just wondering, the Doc at the burn unit said that hosing him off with COLD water is the worst thing to do.(?). He said it would stop immediate pain but is worse in the long run.The rural hospital had packed him in ice for the transfer. I always thought that you were supposed to wrap them in wet towels. Just looking for clarification. Thanks