Counter-intuitive, isn't it? Read more about why hot water freezes faster than cold water here. [Update 9/28/07: technically, hot water freezes first (it actually forms ice at a higher temperature than cold water), but cold water freezes faster (it takes less time to reach the supercooled state, from which it forms ice) - to say the least, it's complicated... ]
Hot water freezes faster than cold water. It was (re)discovered by a Tanzanian high school student named Erasto Mpemba, so the phenomenon is called the Mpemba effect.