Trivia: The lead guitarist in the Jack Frost Band is the film's music composer, Trevor Rabin.
Trivia: You may notice that the snowman looks a little familiar, but doesn't quite look like Michael Keaton. This is because originally, George Clooney was supposed to star in the film, and the snowman was designed to look subtly like him. Clooney dropped out at the last minute and was replaced by Keaton, and the effects teams didn't have quite enough time to totally redesign the snowman. (They only had time to make a few minor tweaks, like his eyebrows).
TedStixon
Answer: He says "I don't even have pockets." He's just saying he doesn't have the power to zap them into ice.
Bishop73