"She's So Cold" originated as filmmaker Angel Connell's thesis project when he was pursuing his Mass Communication masters degree from Emerson College in Boston, MA.
"She's So Cold" won an "Outstanding Achievement in Music Video" award in 1995 from the Boston Film Directors Association.
Assistant Director Hilary Weisman Graham came up with the idea of having her name listed on the toe tag as "Dr. H. Weisman."
Although Mark Andreas and Jim Connell play office workers, their respective roles amounted to a cameo since they can be briefly seen crossing the office area after Martha Morgan (Robin Reck) opens the front door from the hallway prior to walking inside the office.
Martha Morgan (Robin Reck) reacts to the taped confession of Zeno (Angel Connell) in the viewing room with a variety of emotional responses concluding with her tearful breakdown. During the shooting of the scene, Reck looked at a blank screen and listened to the Rolling Stones' song 'She's So Cold' while writer/director Connell coached her off camera to react to certain cues in the song which they had constructed during preproduction rehearsals. Her performance was created in only one take.