The Finns describe how they put together the system on their Web page, and luckily there are a whole set of pictures which demonstrate exactly what they've done, so you don't need to understand Finnish to figure it out.
We'd say, don't try this at home unless you know exactly what you're doing.
The pictures show wisps of nitrogen evaporating from the jar sitting on top of the CPU, and the lads publish some SiSoft figures to demonstrate the kind of speeds they attained.
You can find the pictures and a brief description here.
Meanwhile, the webmaster of Muropaketti has posted an interesting thread at Ace's Hardware in which he describes an erratum, or bug, that he discovered during the course of his testing.
You can find that information here. µ
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