Snow crab legs come fully cooked. They're cooked at sea where they are caught and flash frozen aboard the fishing vessels to protect their flavors. Frozen cooked crab legs may be steamed or microwaved. Place them frozen over boiling water and steam them covered tightly for 6 minutes. Or place the frozen crab legs in the microwave covered with a damp towel and heat on defrost for 5 minutes. Brush with melted butter, season to taste and serve with cocktail sauce.