You have to talk to the mander (is it Za'ane?) by the entrance, where the Minotaur battle area is.
Geez. Not only is his name not Zan'ne, but he isn't even a mander.
It is an old Krok named Shalek the Wise.
You have to have access to the Krokosphinx and complete the main quests for both the Hall of Champions and the Grand Arena. Only then will Shalek give you access to the Vault of Ice.
