The smp server I play on has a general "don't cheat, but feel free to exploit" rule. This means no using /give to spawn water blocks for placing in the nether. However, our admin recently installed the monsterhunt mod and made ice blocks one of the prizes for first place. So, do ice blocks placed and broken in the nether produce a water source, or do they just evaporate like using a bucket of water?
It used to be possible to get water into the Nether with this, but as of Minecraft 1.3.1, ice blocks simply disappear when they're broken (or when they melt from a light source).
So no, you cannot get water into the Nether using ice blocks.