Most people notice that ice is not slippery when it is dry.  In order for it to be the slippery substance that we normally think of , it must have that thin layer of water to act as a lubricant.  This phenomenon is very important in ice skating, and the NHL has done some research on the subject.  They contacted Dr. Gabor Somorjai, a chemist who had done research on this topic using high-tech equipment designed for examining the surfaces of materials to be used for magnetic tape drives.  In his findings he concludes that the assumption of the past that the liquid water develops from mass amounts of pressure due to much force on the tiny edge of a skate is incorrect.  Their findings show that the layer of water is actually not liquid water but solid water (ice) molecules vibrating very quickly and exhibiting characteristics of the liquid.  This liquid-like layer of water acts as lubrication and makes the slippery surface that we associate with ice.  Below is an audio/video clip of Dr. Somorjai explaining some of his findings.
To hear Dr. Somorjai speak on the subject visit
This graph shows the coefficient of friction of a steel pin on ice over a temperature range.