Blood Moon - S11-E3
Continuity mistake: When Nick is talking to Catherine about what happened at the night of the murder he folds his arms. In the next show they are unfolded. Although you can't see his arms entirely, it becomes clear from the position of his shoulders and the wrinkle in the middle of his shirt that instantly disappears.
Answer: The episode on CSI:NY was called "Love Runs Cold" and first aired on October 4, 2006 (Season 3, Episode 3) and involves the investigation of a model found stabbed to death by an ice dagger.
OneHappyHusky