Saturn's rings are made of the exact same stuff as its moons, because that's what they are. One or more of Saturn's moons broke up millions of years ago under gravitational/tidal forces, and over time the debree spread out into a ring.

And BTW, there are plenty of examples of moons made of ice, and at the temperatures of the outer solar system ice can be harder than rock (and BTW, Neptune and Uranus are called "ice giants"--care to guess why?).

what's the difference between rock and ice? is there a boundary where if the melting point is below a certain value then the substance is ice, and if it's above that value it's rock? it's not like rock can't melt in the right circumstances.