I'm sorry, but the Ross Ice Shelf is mainly floating ice, which will not affect the sea level if melted.
However, it holds back a majority of the land-based Antarctic glaciers. Get it right. If the Ross Ice Shelf breaks away, the glacial flow (being held back by the Ross Ice Shelf) accelerates, right into the ocean. Also, I didn't state how powerful the nuke was. Make an assumption that it does not completely obliterate an ice block the size of France. In its current state, it is less dense, but only marginally. The difference is about .08 grams per cubic centimeter, when compared to water at the same temperature.
Let's say that the predictions of how much it affects the average sea level are wrong and are miniscule, then there would be no point to worry over such a thing.
You know what happened in a particular spot in Alaska when a large amount of rock and earth suddenly slipped into the water? HUGE waves. If the amount of 'locked' ice is any indication as to what could potentially happen... yeah. Maybe I'm over-exaggerating. I'm tired.
[screenshot]http://upload.wikimedia.org/wikipedia/commons/thumb/5/5d/Glacier-ice_shelf_interactions.svg/2000px-Glacier-ice_shelf_interactions.svg.png[/screenshot]
And if it does end up cooling the ocean water... then it would increase density, according to what your saying. Colder fluids are denser than warmer fluids, basic fact, but... if it melts, it expands. Breaking away such a large amount of ice, only to have it melt would decrease overall seawater density. Say it travels up past the antarctic circle, it would melt, thereby expanding and occupying more volume than it would if it were frozen. Not to mention somewhat desalinating the water in the immediate proximity, reducing immediate salinity levels. If it weren't for the trapped oxygen from the process of freezing, a pure block of ice would technically be denser than the water surrounding it (and sink if no oxygen bubbles were present), if we were speaking in terms of water that has zero salinity.
So break off the ross ice shelf, and a whole lot of glacier follows it into the ocean. KillerSkaarj has it right.
Here's a comparative image set. The ice cube is in denser saltwater.
[screenshot]http://cdn.physorg.com/newman/gfx/news/2005/float_1.jpg[/screenshot][screenshot]http://cdn.physorg.com/newman/gfx/news/2005/float_2.jpg[/screenshot]
Image on the left Buoyant Ice Cube in Saltwater.
Image on the right Ice Cube Melted in Saltwater
You can perform the same experiment at home, with an ice cube. Measure it and reproduce the effects. It's really simple physical science.