Using cold water immediately after boiling water doesn't sound like a good idea to me. That's a very extreme shift in temperature which is not usually good for objects. It's called thermal shock, and it's why a glass will break if it goes from very hot to very cold or vice versa (I had a glass break right in half after I took it out of the dishwasher, where it had been heated dry, and put ice water in it!). I'm not sure how susceptible synthetic fibers are to this, but I wouldn't take the risk when the heat alone should be enough to set the hair.

Also, as with taming pony hair, you can try water that's just very hot first. It's not as powerful, but I find that it still has a noticeable effect. Simply rinse or pour with the hottest water your faucet can manage in place of the boiling water. It's hot enough to affect the hair (and the hair should not be exposed to it for extended periods of time) but not hot enough to damage the body if some happens to splash onto it.