In reply to DaveHK:
I replied in a hurry earlier; I'll try again!
Firstly, I'll suggest that you'd have to jump through quite a few hoops to create a definition of 'mineral' that excluded ice, the naturally occurring crystalline form of hydrogen oxide. Like many other minerals, it has a variety of different solid phases it can form at different temperatures and pressures, and it can also be melted (or sublimed) by raising the temperature and/or decreasing the pressure.
Ice is naturally precipitated from the air or from water under certain conditions (compare clay minerals precipitating from river water when it changes chemical environment as it meets the sea, salts precipitating to form gypsum or halite as seawater evaporates, or silicate minerals precipitating in a magma chamber as it cools).
Snow or hail are sedimentary deposits, which can be reworked by the action of wind or avalanches, and consolidated into rock through compression, partial melting and refreezing, or freezing after the injection of more liquid (e.g. rain). After enough of this, you'd call it metamorphic rock, rather than sedimentary; there's a grey area between these anyway.
The crystals can grow and merge; the rock can move via creep, and can be folded, compressed, and remelted.
It can have inclusions of other rocks and minerals where they've been deposited along with it or picked up later; it can fail along fault lines and landslips when brittle, just like other rocks.
All in all, it's much like many other rocks, it just melts at a lower temperature than the ones we're used to.
Here are ice boulders on Enceladus:
http://saturn.jpl.nasa.gov/photos/imagedetails/index.cfm?imageId=1622
Even better, ice boulders on Titan carried and rounded by methane rivers:
http://www.lpi.usra.edu/meetings/lpsc2012/pdf/2348.pdf