Government, for example, involved in something frosty? (6)
I believe the answer is:
regime
'government' is the definition.
(I know that government can be written as regime)
'example involved in something frosty?' is the wordplay.
'example' becomes 'eg' (short for 'exempli gratia', 'for example' in Latin).
'involved in' means one lot of letters goes inside another.
'something frosty?' becomes 'rime' (rime is a type of frost).
'eg' placed within 'rime' is 'REGIME'.
'for' is the link.
(Other definitions for regime that I've seen before include "Routine" , "Dominion of emigre" , "Governing authority or therapy plan" , "Emigre (anag.)" , "Command" .)