I cannot give give expert advice, J, but agree that breaking the ice on the pond is a bit much - your hands would get very cold :-)!
I would plant it in a pond basket in suitable compost and keep this in a bucket of water in your shed until the weather warms up a bit.

I wouldn't break the ice on your pond as that is why I now have a new pond my children lovely as they are thought they were being helpful and broke the ice and lifted it out, hence new pond. bless them knicked liner as it was lifted out. As far as the tuber I would say the same as Bulbaholic as long as they are getting some water they should be fine pop in the pond in the spring,or have you a shallow shelf within the pond? If yes maybe it could sit on shelf with a brick under it so it is just covered with water. Good luck :)

I don't think I would put it in a shallow area Jewells....sorry! I know they don't like to freeze. I'd do what BA suggests and wait until the pond thaws. Then I put it in the deepest part so that any future freezing will hopefully just freeze the surface and your tuber will still be in the thawed water underneath. If you want it in a shallower place just move the pot in the spring. That's what we do with ours at the GC. They get submerged down about 4 feet or more and then in the spring we pull them back up.

Thanks everyone, that all seems eminently sensible - the main problem, I feel, is that it has no roots yet - can I expect those to grow over winter or must I stop it from rotting until spring - it does seem like the wrong time to be doing this but having bought it I'll just have to do the best for it's survival!! :o)

Another question - any ideas on how to make up an aquatic compost - I bought a small pond pot today but didn't buy compost at £5 for 10 litres when all I need is 1 litre, it seemed a waste! :/